Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/59601 
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dc.contributor.authorFischer, Matthiasen
dc.date.accessioned2012-07-09-
dc.date.accessioned2012-07-11T14:24:48Z-
dc.date.available2012-07-11T14:24:48Z-
dc.date.issued2012-
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
dc.language.isoengen
dc.publisher|aFriedrich-Alexander-Universität Erlangen-Nürnberg, Institut für Wirtschaftspolitik und Quantitative Wirtschaftsforschung (IWQW) |cNürnbergen
dc.relation.ispartofseries|aIWQW Discussion Papers |x03/2012en
dc.subject.ddc330en
dc.subject.keywordhyperbolic secant distributionen
dc.subject.keywordSU-transformationen
dc.subject.keywordskewnessen
dc.subject.keywordleptokurtosisen
dc.subject.keywordpolynomial tailsen
dc.titleA skew and leptokurtic distribution with polynomial tails and characterizing functions in closed form-
dc.typeWorking Paperen
dc.identifier.ppn719072522en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:iwqwdp:032012en

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