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Volumn 90, Issue 3, 2006, Pages 395-401

Power kurtosis transformations: Definition, properties and ordering

Author keywords

Kurtosis ordering; Leptokurtosis; Power kurtosis transformation

Indexed keywords


EID: 33750196925     PISSN: 00026018     EISSN: 16140176     Source Type: Journal    
DOI: 10.1007/s10182-006-0241-1     Document Type: Article
Times cited : (6)

References (7)
  • 2
    • 0002528209 scopus 로고
    • The behaviour of stock prices
    • FAMA, E. (1965). The behaviour of stock prices. Journal of Business 38 34-105.
    • (1965) Journal of Business , vol.38 , pp. 34-105
    • Fama, E.1
  • 3
    • 33847295625 scopus 로고    scopus 로고
    • Kurtosis modelling by means of the j - Transformation
    • FISCHER, M., KLEIN, I. (2004). Kurtosis modelling by means of the j - transformation. Allgemeines Statistisches Archiv 88 1-16.
    • (2004) Allgemeines Statistisches Archiv , vol.88 , pp. 1-16
    • Fischer, M.1    Klein, I.2
  • 6
    • 0009278303 scopus 로고
    • The practical relationship between the common transformation of percentages of counts and of amounts
    • Princeton University Statistical Techniques Research Group
    • TUKEY, J. W. (1960). The practical relationship between the common transformation of percentages of counts and of amounts. Technical Report No. 36, Princeton University Statistical Techniques Research Group.
    • (1960) Technical Report No. 36
    • Tukey, J.W.1
  • 7
    • 0008226330 scopus 로고
    • Convex transformations of random variables
    • Mathematical Centre, Amsterdam
    • VAN ZWET, W. R. (1964). Convex transformations of random variables. Mathematical Centre Tracts No. 7, Mathematical Centre, Amsterdam.
    • (1964) Mathematical Centre Tracts No. 7
    • Van Zwet, W.R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.