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A comparison of the GB2 and skewed generalized log-t distributions with an appli
1 个回复 - 347 次查看【作者(必填)】 2323 【文题(必填)】 A comparison of the GB2 and skewed generalized log-t distributions with an application in financeAuthor links open overlay panel 【年份(必填)】 2323 【 ...2021-8-8 12:27 - internet.hzx - 求助成功区

sciencedirect An alternative discrete skew Laplace distribution
2 个回复 - 766 次查看【作者(必填)】Alessandro Barbiero 【文题(必填)】An alternative discrete skew Laplace distribution 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/sci ... i/S157231 ...2014-2-11 20:07 - 352693585 - 求助成功区

Exponentially Smoothing the Skewed Laplace Distribution for Value-at-Risk Foreca
4 个回复 - 743 次查看【作者(必填)】Richard Gerlach1,*, Zudi Lu2 andHai Huang3 【文题(必填)】Exponentially Smoothing the Skewed Laplace Distribution for Value-at-Risk Forecasting 【年份(必填)】2013 【全文链接或数据 ...2016-6-25 07:38 - hnhs100 - 求助成功区

Use of skew-normal and skew-t distributions for mixture modeling
1 个回复 - 609 次查看【作者(必填)】 Zou 【文题(必填)】 Use of skew-normal and skew-t distributions for mixture modeling of freeway speed data 【年份(必填)】 2011 【全文链接或数据库名称(选填)】https://trrjournalonlin ...2018-6-7 15:03 - peterxu1969 - 求助成功区

Multistate Travel Time Reliability Models with Skewed Component Distributions
1 个回复 - 541 次查看【作者(必填)】 Feng Guo 【文题(必填)】 Multistate Travel Time Reliability Models with Skewed Component Distributions 【年份(必填)】 2012 【全文链接或数据库名称(选填)】https://trrjournalonline.tr ...2018-6-5 09:22 - peterxu1969 - 求助成功区

Model comparison of coordinate-free multivariate skewed distributions with an ap
1 个回复 - 561 次查看【作者(必填)】Jos′e T.A.S. Ferreira and Mark F.J. Steel∗ 【文题(必填)】 Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers 【 ...2017-10-1 22:21 - magicsun - 求助成功区

Skew-Elliptical Distributions and Their Applications: A Journey Beyond Normality
7 个回复 - 3246 次查看 by Marc G. Genton This book reviews the state-of-the-art advances in skew-elliptical distributions and provides many new developments in a single volume, collecting theoretical results and applicat ...2014-6-26 18:00 - miragew - 计量经济学与统计软件

The Generalized Hyperbolic Skew Student’s t-Distribution
1 个回复 - 739 次查看【作者(必填)】 Kjersti Aas ，Kjersti Aas 【文题(必填)】 The Generalized Hyperbolic Skew Student’s t-Distribution【年份(必填)】 2005 【全文链接或数据库名称(选填)】http://jfec.oxfordjournals.org/c ...2016-4-11 16:53 - internet.hzx - 求助成功区

Skewed distributions in finance and actuarial science: a review
1 个回复 - 665 次查看【作者(必填)】 Christopher Adcocka*, Martin Elingb & Nicola Loperfidoc 【文题(必填)】 Skewed distributions in finance and actuarial science: a review 【年份(必填)】 2015 【全文链接或数据库名称(选 ...2016-4-7 17:52 - internet.hzx - 求助成功区

Financial data and the skewed generalized t distribution
2 个回复 - 1227 次查看【作者(必填)】 P Theodossiou 【文题(必填)】 Financial data and the skewed generalized tdistribution 【年份(必填)】 1998 【全文链接或数据库名称(选填)】http://pub ...2015-12-9 22:42 - internet.hzx - 求助成功区

Generalized skew-elliptical distributions and their quadratic forms
3 个回复 - 765 次查看【作者(必填)】 [*]Marc G. Genton [*], Nicola M. R. Loperfido 【文题(必填)】 Generalized skew-elliptical distributions and their quadratic forms【年份(必填)】 2005 【全文链接或数据库名称(选填)】 ...2016-1-19 13:20 - internet.hzx - 求助成功区

A generalized skew two-piece skew-elliptical distribution
4 个回复 - 846 次查看【作者(必填)】 [*]Mahdi Salehi [*], Ahad Jamalizadeh [*], Mahdi Doostparast 【文题(必填)】 A generalized skew two-piece skew-elliptical distribution【年份(必填)】 2012 【全文链接或数据库名称( ...2016-1-19 13:22 - internet.hzx - 求助成功区

Tail dependence for two skew t distributions
2 个回复 - 766 次查看【作者(必填)】 [*]Thomas Fung, [*]Eugene Seneta 【文题(必填)】 Tail dependence for two skew t distributions【年份(必填)】 2010 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperu ...2016-1-21 18:03 - internet.hzx - 求助成功区

A generalized skew two-piece skew-normal distribution
2 个回复 - 662 次查看【作者(必填)】 [*]A. Jamalizadeh [*], A. R. Arabpour [*], N. Balakrishnan 【文题(必填)】 A generalized skew two-piece skew-normal distribution【年份(必填)】 2011 【全文链接或数据库名称(选填) ...2016-1-21 17:42 - internet.hzx - 求助成功区

A multivariate skew normal distribution
1 个回复 - 1087 次查看【作者(必填)】 [*]Arjun K. Guptaa, , , [*]Graciela González-Farı́asb, , [*]J.Armando Domı́nguez-Molinac, 【文题(必填)】 A multivariate skew normal distribution【年份(必填 ...2016-1-23 16:42 - internet.hzx - 求助成功区

Inferential Aspects of the Skew Exponential Power Distribution
1 个回复 - 661 次查看【作者(必填)】 Thomas J DiCiccioa & Anna Clara Montia 【文题(必填)】 Inferential Aspects of the Skew Exponential Power Distribution【年份(必填)】 2004 【全文链接或数据库名称(选填)】http://xueshu. ...2016-1-23 14:29 - internet.hzx - 求助成功区

Skewed Bivariate Distributions Generated by Marginal Replacement with Pearson Ty
1 个回复 - 664 次查看【作者(必填)】 Saralees Nadarajaha & Samuel Kotzb 【文题(必填)】 Skewed Bivariate Distributions Generated by Marginal Replacement with Pearson Type II Kernel【年份(必填)】 2004 【全文链接或数据库 ...2016-1-22 14:49 - internet.hzx - 文献求助专区

The skew-Cauchy distribution
1 个回复 - 793 次查看【作者(必填)】 [*]Barry C. Arnold, [*]Robert J. Beaver 【文题(必填)】 The skew-Cauchy distribution【年份(必填)】 2000 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperuri%3A%287 ...2016-1-21 17:08 - internet.hzx - 求助成功区

A generalized skew two-piece skew-elliptical distribution
2 个回复 - 765 次查看【作者(必填)】 Mahdi Salehi, Ahad Jamalizadeh, Mahdi Doostparast 【文题(必填)】 A generalized skew two-piece skew-elliptical distribution【年份(必填)】2014 【全文链接或数据库名称(选填)】http://lin ...2016-1-19 13:17 - internet.hzx - 求助成功区

The centred parameterization and related quantities of the skew-t distribution
2 个回复 - 806 次查看【作者(必填)】 [*]Reinaldo B. Arellano-Vallea, [*]Adelchi Azzalinib 【文题(必填)】 The centred parameterization and related quantities of the skew-t distribution【年份(必填)】 2013 【全文链接或 ...2016-1-19 22:18 - internet.hzx - 求助成功区

Multivariate skew t-distribution
1 个回复 - 891 次查看【作者(必填)】 A. K. Gupta 【文题(必填)】 Multivariate skew t-distribution【年份(必填)】 2003 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperuri%3A%28557ff1ac1f4f214a18787b036dc6 ...2016-1-20 01:20 - internet.hzx - 求助成功区

On the Unification of Families of Skew-Normal Distributions
2 个回复 - 542 次查看【作者(必填)】 Reinaldo B. Arellano-Valle and Adelchi Azzalini 【文题(必填)】 On the Unification of Families of Skew-Normal Distributions 【年份(必填)】 2006 【全文链接或数据库名称(选填)】http:/ ...2016-1-19 22:22 - internet.hzx - 求助成功区

A Skew Extension of the t-Distribution, with Applications
1 个回复 - 741 次查看【作者(必填)】 M. C. Jones and M. J. Faddy 【文题(必填)】 A Skew Extension of the t-Distribution, with Applications 【年份(必填)】 2003 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd ...2016-1-16 12:26 - internet.hzx - 求助成功区

A Probabilistic Representation of the 'Skew-Normal' Distribution
1 个回复 - 777 次查看【作者(必填)】 Norbert Henze 【文题(必填)】 A Probabilistic Representation of the 'Skew-Normal' Distribution 【年份(必填)】 1986 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperu ...2016-1-16 11:47 - internet.hzx - 求助成功区

Using the skew-t copula to model bivariate rainfall distribution
2 个回复 - 855 次查看【作者(必填)】 Roslinazairimah Zakaria, Andrew Metcalfe, Julia Piantadosi, John Boland, Phil Howlett 【文题(必填)】 Using the skew-t copula to model bivariate rainfall distribution【年份(必填)】 2 ...2015-12-31 12:21 - internet.hzx - 求助成功区

A generalized class of skew distributions and associated robust quantile regress
2 个回复 - 636 次查看【作者(必填)】Nuttanan WICHITAKSORN，S. T. Boris CHOY，Richard GERLACH1 *, S. T. Boris CHOY 2 and Richard GERLACH 【文题(必填)】A generalized class of skew distributions and associated robust qu ...2015-11-26 18:29 - 我来了 - 求助成功区

Fat-Tailed and Skewed Asset Return Distributions
3 个回复 - 2598 次查看内容提要： While mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals don’t ap ...2009-12-26 18:21 - zxzChaos - 金融学（理论版）

正式版On the Unification of Families of Skew-normal Distributions
1 个回复 - 893 次查看【作者(必填)】REINALDO B. ARELLANO-VALLE1 andADELCHI AZZALINI2 【文题(必填)】On the Unification of Families of Skew-normal Distributions 【年份(必填)】Scandinavian Journal of Statistics > Vol 33 ...2015-1-26 23:11 - ssylzz - 求助成功区

A Probabilistic Representation of the ‘Skew-normal’ Distribution”
2 个回复 - 926 次查看【作者(必填)】N Henze 【文题(必填)】A Probabilistic Representation of the ‘Skew-normal’ Distribution” 【年份(必填)】Scandinavian Journal of Statistics > Vol. 13, No. 4, 1986 【全文链 ...2015-1-24 12:55 - ssylzz - 求助成功区

skewed generalized T distribution的具体分位数怎么计算
1 个回复 - 3294 次查看各位大侠，有没有人知道怎么求skewed generalized T distribution的具体分位数的？有现成的或者编程求的都可以。谢谢了！！2008-10-24 12:40 - qiuguihua2000 - MATLAB等数学软件专版

200RMB或1000论坛币求大神帮忙用GARCH Model和 skewed t distribution 做VaR
2 个回复 - 1884 次查看用1000个daily price 通过GARCH Model 和 skewed t distribution 做one day ahead 的VaR。并且以21为周期，rolling 1000天,得出的VaR.2012-7-13 08:13 - vivian0909 - R语言论坛

为什么return of long call 的distribution is positively skewed？
3 个回复 - 2364 次查看为什么return of long call 的distribution is positively skewed？谁有图像吗？谢谢！2014-5-5 14:33 - thjkkkzan - CFA、CVA、FRM等金融考证论坛

‘Inequality’ of innovation skewed distributions and the returns to innovation
1 个回复 - 846 次查看【作者(必填)】ORIETTA MARSILI & AMMON SALTER 【文题(必填)】‘Inequality’ of innovation: skewed distributions and the returns to innovation in Dutch manufacturing 【年份(必填)】2007 【全文链接或 ...2014-5-2 16:15 - 郑光凤 - 求助成功区

（已免费）09FRM CORE READINGS---Fat-Tailed and Skewed Asset Return Distributions
49 个回复 - 9378 次查看 Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing Svetlozar T. Rachev, Christian Menn, Frank J. Fabozzi ISBN: 978-0-471-7 ...2009-7-15 15:04 - yhongl12 - CFA、CVA、FRM等金融考证论坛

Skewed distributions in finance and actuarial science: a review
3 个回复 - 2812 次查看【作者(必填)】Christopher Adcocka*, Martin Elingb & Nicola Loperfidoc 【文题(必填)】Skewed distributions in finance and actuarial science: a review 【年份(必填)】2012 【全文链接或数据库名称 ...2013-3-7 20:10 - ssylzz - 求助成功区

求在R中怎么用GARCH Model 和 skewed t distribution做VaR
0 个回复 - 2354 次查看我想用1000个daily price，通过GARCH Model 和 skewed t distribution预测 one day ahead 的value at risk. 应该做啊？2012-7-13 03:46 - vivian0909 - R语言论坛

skewed generalized T distribution 的分位数计算
0 个回复 - 3245 次查看各位大侠，有没有人知道怎么求skewed generalized T distribution的具体分位数的？有现成的或者编程求的都可以。谢谢了！！2008-10-24 12:30 - qiuguihua2000 - R语言论坛

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