Classes of skew generalized hyperbolic secant distributions
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- McDonald, James B., 1991. "Parametric models for partially adaptive estimation with skewed and leptokurtic residuals," Economics Letters, Elsevier, vol. 37(3), pages 273-278, November.
- Stefan Mittnik & Marc Paolella & Svetlozar Rachev, 1998. "Unconditional and Conditional Distributional Models for the Nikkei Index," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 5(2), pages 99-128, May.
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- Klein, Ingo & Fischer, Matthias J., 2003. "Skewness by splitting the scale parameter," Discussion Papers 55/2003, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Statistics and Econometrics.
- Hakan Savaş Sazak & Melis Zeybek, 2022. "The modified maximum likelihood estimators for the parameters of the regression model under bivariate median ranked set sampling," Computational Statistics, Springer, vol. 37(3), pages 1069-1109, July.
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Keywords
Skewed hyperbolic secant; NEF-GHS distribution; GSH distribution; skewness; return data;All these keywords.
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