1. Ktisis Cyprus University of Technology
  2. Cyprus University of Technology (Research Output)
  3. Άρθρα/Articles
Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.14279/13487
DC FieldValueLanguage
dc.contributor.authorTheodossiou, Panayiotis-
dc.date.accessioned2019-04-09T21:19:08Z-
dc.date.available2019-04-09T21:19:08Z-
dc.date.issued2018-12-02-
dc.identifier.citationCommunications in Statistics - Theory and Methods, 2018, vol. 48, no. 23, pp. 5809-5819en_US
dc.identifier.issn03610926-
dc.description.abstractThis paper develops a skewed extension of the type III generalized logistic distribution and presents the analytical equations for the computation of its moments, cumulative probabilities and quantile values. It is demonstrated through an example that the distribution provides an excellent fit to data characterized by skewness and excess kurtosis.en_US
dc.formatpdfen_US
dc.language.isoenen_US
dc.relation.ispartofCommunications in Statistics - Theory and Methodsen_US
dc.rights© Taylor & Francisen_US
dc.subjectKurtosisen_US
dc.subjectPearson’s mode skewnessen_US
dc.subjectQuantile valuesen_US
dc.subjectS&P500 log-returnen_US
dc.subjectSkewed generalized logisticen_US
dc.titleSkewed type III generalized logistic distributionen_US
dc.typeArticleen_US
dc.collaborationCyprus University of Technologyen_US
dc.subject.categoryEconomics and Businessen_US
dc.journalsSubscriptionen_US
dc.countryCyprusen_US
dc.subject.fieldSocial Sciencesen_US
dc.publicationPeer Revieweden_US
dc.identifier.doi10.1080/03610926.2018.1522348en_US
dc.relation.issue23en_US
dc.relation.volume48en_US
cut.common.academicyear2018-2019en_US
dc.identifier.spage5809en_US
dc.identifier.epage5819en_US
item.fulltextNo Fulltext-
item.cerifentitytypePublications-
item.grantfulltextnone-
item.openairecristypehttp://purl.org/coar/resource_type/c_6501-
item.openairetypearticle-
item.languageiso639-1en-
crisitem.journal.journalissn1532-415X-
crisitem.journal.publisherTaylor & Francis-
crisitem.author.deptDepartment of Finance, Accounting and Management Science-
crisitem.author.facultyFaculty of Management and Economics-
crisitem.author.orcid0000-0001-5556-2594-
crisitem.author.parentorgFaculty of Management and Economics-
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