The PDF and CF of Pearson type IV distributions and the ML estimation of the parameters

Statistics and Probability Letters

Volumn 43, Issue 3, 1999, Pages 251-264

  Nagahara, Yuichi ^a  

^a MEIJI UNIVERSITY   (Japan)

Author keywords

Double exponential formula; Heavy tailed and skewed distribution; Pearson system; Risk management; Stock returns

Indexed keywords

EID: 0039350903     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(98)00265-x     Document Type: Article

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