Modeling Scale, Shape, and Tail Risk in Asset Prices: The Generalized Asymmetric-t Distribution

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Panayiotis Theodossiou
DOI: 10.2139/ssrn.6255270
Cited by: 0
References: 53

Fields of Study & Subjects

Financial Risk and Volatility Modeling Statistical Distribution Estimation and Applications Stochastic processes and financial applications

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint