Skew t distributions via the sinh-arcsinh transformation
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Volume (Year): 20 (2011)
Issue (Month): 3 (November)
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- Tom Doan, "undated". "RATS programs to replicate Hansen's GARCH models with time-varying t-densities," Statistical Software Components RTZ00086, Boston College Department of Economics.
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- Yanyuan Ma & Marc G. Genton, 2004. "Flexible Class of Skew-Symmetric Distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 31(3), pages 459-468.
- Averous, J. & Fougères, A. -L. & Meste, M., 1996. "Tailweight with respect to the mode for unimodal distributions," Statistics & Probability Letters, Elsevier, vol. 28(4), pages 367-373, August. Full references (including those not matched with items on IDEAS)
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