The asymmetric log-Laplace distribution as a limiting case of the generalized beta distribution

2019/04/01 by Joshua D. Higbee, Jonathan E. Jensen, James B. McDonald · 1 citation
Economics, Econometrics and Finance · Mathematics · #Financial Risk and Volatility Modeling #Statistical Distribution Estimation and Applications #Stochastic processes and financial applications

paper · doi:10.1016/j.spl.2019.03.018

openalex publication_date 2019/04/01 · crossref created 2019/04/01 · crossref deposited 2019/05/09 · crossref issued 2019/08/01 · crossref published 2019/08/01 · crossref published-print 2019/08/01 · crossref indexed 2025/05/13 · openalex created_date 2025/10/10 · openalex updated_date 2025/11/06

Citations

• A generalization of the beta distribution with applications
• The Pareto, Zipf and other power laws

Cited by

• Generalized beta distribution [wikipedia]