• Title of article

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

  • Author/Authors

    Annelies Tjetjep ، نويسنده , , Eugene Seneta، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    18
  • From page
    109
  • To page
    126
  • Keywords
    Exponential distribution , Kurtosis. , skewness , Method of moments , Laplace distribution , Variance-Gamma distribution , Normal Variance-Mean distribution , Skewed Normal
  • Journal title
    International Statistical Review
  • Serial Year
    2006
  • Journal title
    International Statistical Review
  • Record number

    290988