Approximation of skewed and leptokurtic return distributions

Author: Scherer Matthias   Rachev Svetlozar T.   Kim Young Shin   Fabozzi Frank J.  

Publisher: Routledge Ltd

ISSN: 1466-4305

Source: Applied Financial Economics, Vol.22, Iss.16, 2012-08, pp. : 1305-1316

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Abstract