A review of Student’s t distribution and its generalizations

Rui Li and Saralees Nadarajah ()
Additional contact information
Rui Li: University of Manchester
Saralees Nadarajah: University of Manchester

Empirical Economics, 2020, vol. 58, issue 3, No 21, 1490 pages

Abstract: Abstract The Student’s t distribution is the most popular model for economic and financial data. In recent years, many generalizations of the Student’s t distribution have been proposed. This paper provides a review of generalizations, including software available for them. A real data application is presented to compare some of the reviewed distributions.

Keywords: Cumulative distribution function; Moments; Probability density function (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://link.springer.com/10.1007/s00181-018-1570-0 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1570-0

Ordering information: This journal article can be ordered from
http://www.springer. ... rics/journal/181/PS2

DOI: 10.1007/s00181-018-1570-0

Access Statistics for this article

Empirical Economics is currently edited by Robert M. Kunst, Arthur H.O. van Soest, Bertrand Candelon, Subal C. Kumbhakar and Joakim Westerlund

More articles in Empirical Economics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().