Citations (25)
Keep up to date with the latest research on this topic with citation updates for this article.
Read on this site (13)
Mahmoud Torabi, Malay Ghosh, Jiyoun Myung & Mark Steel. (2023) Measurement error in linear regression models with fat tails and skewed errors. Communications in Statistics - Theory and Methods 52:15, pages 5407-5426.
Read now
Read now
İsmet Birbiçer & Ali İ. Genç. (2023) An alternative stochastic model for linear portfolios. Communications in Statistics - Simulation and Computation 0:0, pages 1-21.
Read now
Read now
Ruijun Bu, Fredj Jawadi & Yuyi Li. (2020) A multifactor transformed diffusion model with applications to VIX and VIX futures. Econometric Reviews 39:1, pages 27-53.
Read now
Read now
Renée Fry-McKibbin, Cody Yu-Ling Hsiao & Vance L. Martin. (2019) Joint tests of contagion with applications. Quantitative Finance 19:3, pages 473-490.
Read now
Read now
Sukru Acitas, Pelin Kasap, Birdal Senoglu & Olcay Arslan. (2013) One-step M-estimators: Jones and Faddy's skewed t-distribution. Journal of Applied Statistics 40:7, pages 1545-1560.
Read now
Read now
Thanasis Stengos & Ximing Wu. (2009) Information-Theoretic Distribution Test with Application to Normality. Econometric Reviews 29:3, pages 307-329.
Read now
Read now
Olcay Arslan & Ali
İ. Genç. (2009) The skew generalized t distribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation. Statistics 43:5, pages 481-498.
Read now
Read now
Aliİ. Genç. (2007) A Generalization of the Univariate Slash by a Scale-Mixtured Exponential Power Distribution. Communications in Statistics - Simulation and Computation 36:5, pages 937-947.
Read now
Read now
Pier
Francesco Perri & Agostino Tarsitano. (2007) Partially Adaptive Estimation via Quantile Functions. Communications in Statistics - Simulation and Computation 36:2, pages 277-296.
Read now
Read now
Olcay Arslan & Ali İ. Genç. (2003) Robust Location and Scale Estimation Based on the Univariate Generalized t (GT) Distribution. Communications in Statistics - Theory and Methods 32:8, pages 1505-1525.
Read now
Read now
Carmen Fernández & MarkF. J. Steel. (1998) On Bayesian Modeling of Fat Tails and Skewness. Journal of the American Statistical Association 93:441, pages 359-371.
Read now
Read now
Cody Yu-Ling Hsiao, Yi-Bin Chiu & Yuran Wang. Assessing Contagion Risks of Carbon Reduction Policies on the Stock Returns: Evidence from China’s Energy Markets. Emerging Markets Finance and Trade 0:0, pages 1-22.
Read now
Read now
Chengdi Lian, Yaohua Rong & Weihu Cheng. On a novel skewed generalized t distribution: Properties, estimations, and its applications. Communications in Statistics - Theory and Methods 0:0, pages 1-22.
Read now
Read now
Articles from other publishers (12)
Kanti V. Mardia, Christopher J. Fallaize, Stuart Barber, Richard M. Jackson & Douglas L. Theobald. (2013) Bayesian alignment of similarity shapes. The Annals of Applied Statistics 7:2.
Crossref
Crossref
Daniel T. Cassidy. (2011)
Describing
-day returns with Student’s t-distributions
. Physica A: Statistical Mechanics and its Applications 390:15, pages 2794-2802.
Crossref
Crossref
Catherine Forbes, Merran Evans, Nicholas Hastings & Brian Peacock. 2010. Statistical Distributions. Statistical Distributions
211
212
.
Wai Mun Fong. (2002) Robust beta estimation: Some empirical evidence. Review of Financial Economics 6:2, pages 167-186.
Crossref
Crossref
Hongzhu Li. (2003) Mean/Variance Relation and the Conditional Distribution. SSRN Electronic Journal.
Crossref
Crossref
Renee Fry-McKibbin, Cody Hsiao & Vance L. Martin. (2018) Measuring Financial Interdependence in Asset Returns with an Application to Euro Zone Equities. SSRN Electronic Journal.
Crossref
Crossref
Renee Fry-McKibbin, Cody Yu-Ling Hsiao Hsiao & Vance L. Martin. (2017) Joint Tests of Contagion with Applications to Financial Crises. SSRN Electronic Journal.
Crossref
Crossref
Renee Fry-McKibbin & Vance L. Martin. (2017) Joint Tests of Contagion with Applications to Financial Crises. SSRN Electronic Journal.
Crossref
Crossref
Renee Fry-McKibbin & Cody Yu-Ling Hsiao. (2014) Extremal Dependence and Contagion. SSRN Electronic Journal.
Crossref
Crossref
Mauleon Torres Ignacio & Javier Perote. (2000) The Ability of Multivariate Edgeworth-Sargan Density Capturing Financial Data Behaviour. SSRN Electronic Journal.
Crossref
Crossref
Peter Theodossiou. (2000) Skewed Generalized Error Distribution of Financial Assets and Option Pricing. SSRN Electronic Journal.
Crossref
Crossref
Miguel Sousa Lobo & Dai Yao. (2010) Human Judgement is Heavy Tailed: Empirical Evidence and Implications for the Aggregation of Estimates and Forecasts. SSRN Electronic Journal.
Crossref
Crossref