Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/59601
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dc.contributor.authorFischer, Matthiasen_US
dc.date.accessioned2012-07-09en_US
dc.date.accessioned2012-07-11T14:24:48Z-
dc.date.available2012-07-11T14:24:48Z-
dc.date.issued2012en_US
dc.identifier.urihttp://hdl.handle.net/10419/59601-
dc.description.abstractWe introduce a new skewed and leptokurtic distribution derived from the hyperbolic secant distribution and Johnson's S transformation. Properties of this new distribution are given. Finally, we empirically demonstrate in the context of financial return data that its exibility is comparable to that of their most advanced peers.en_US
dc.language.isoengen_US
dc.publisher|aUniv., Inst. für Wirtschaftspolitik und Quantitative Wirtschaftsforschung |cErlangenen_US
dc.relation.ispartofseries|aIWQW Discussion Paper series |x03/2012en_US
dc.subject.ddc330en_US
dc.subject.keywordhyperbolic secant distributionen_US
dc.subject.keywordSU-transformationen_US
dc.subject.keywordskewnessen_US
dc.subject.keywordleptokurtosisen_US
dc.subject.keywordpolynomial tailsen_US
dc.titleA skew and leptokurtic distribution with polynomial tails and characterizing functions in closed formen_US
dc.typeWorking Paperen_US
dc.identifier.ppn719072522en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
dc.identifier.repecRePEc:zbw:iwqwdp:032012-

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