Skewed Type III Generalized Logistic Distribution
19 Pages Posted: 16 Jul 2018
Date Written: June 25, 2018
Abstract
This 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.
Keywords: Kurtosis, Pearson’s Mode Skewness, Quantile Values, S&P500 Log-Return and Skewed Generalized Logistic
JEL Classification: C46, G10, G20
Suggested Citation: Suggested Citation
Theodossiou, Panayiotis, Skewed Type III Generalized Logistic Distribution (June 25, 2018). Available at SSRN: https://ssrn.com/abstract=3202329 or http://dx.doi.org/10.2139/ssrn.3202329
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