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General affine transform families: why is the Pareto an exponential transform?

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  • Werner Hürlimann

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  • Werner Hürlimann, 2003. "General affine transform families: why is the Pareto an exponential transform?," Statistical Papers, Springer, vol. 44(4), pages 499-518, October.
    • Handle: RePEc:spr:stpapr:v:44:y:2003:i:4:p:499-518
    DOI: 10.1007/BF02926007
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    References listed on IDEAS

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    1. Badrinath, S G & Chatterjee, Sangit, 1988. "On Measuring Skewness and Elongation in Common Stock Return Distributions: The Case of the Market Index," The Journal of Business, University of Chicago Press, vol. 61(4), pages 451-472, October.
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