Skewed Normal Variance-Mean Models for Asset Pricing and the Method of Moments

Annelies Tjetjep ، نويسنده , , Eugene Seneta، نويسنده ,

روزنامه با شماره پیاپی سال 2006

18

109

126

Exponential distribution , Kurtosis. , skewness , Method of moments , Laplace distribution , Variance-Gamma distribution , Normal Variance-Mean distribution , Skewed Normal

International Statistical Review

2006

International Statistical Review

290988