Abstract:Various statistical distributions have played significant roles in financial data analytics in recent decades. Among these, elliptical modeling has gained popularity, while the study and application of skew-elliptical modeling have garnered increased attention in various domains. This paper begins by acknowledging the notable accomplishments and contributions of Professor Chris Heyde in the field of financial data modeling. We provide a comprehensive review of elliptical and skew-elliptical modeling, summarizi… Show more
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