Parameters

KORLL

Log-Logistics

Skewness

Kurtosis

Skewness

Kurtosis

$\alpha =0.5,\tau =0.7,\lambda =0.9,\delta =0.4$

0.2554

1.0148

−1.4352

−2.9641

$\alpha =1,\tau =0.7,\lambda =0.9,\delta =0.4$

0.1572

0.4164

−1.4352

−2.9641

$\alpha =0.5,\tau =1.5,\lambda =0.9,\delta =0.4$

0.0308

0.0961

−0.3506

−0.5362

$\alpha =0.5,\tau =1.5,\lambda =0.5,\delta =0.4$

0.0036

0.5462

−1.4352

−2.9641

$\alpha =7,\tau =8,\lambda =10,\delta =7$

0.2113

0.9667

−0.0686

−0.2015

$\alpha =5,\tau =15,\lambda =10,\delta =8$

−0.0696

−0.1646

−0.0686

−0.2015

$\alpha =7,\tau =7,\lambda =5,\delta =4$

0.0479

31.0576

−0.0777

−0.2407

$\alpha =5,\tau =7,\lambda =10,\delta =8$

−0.0643

28.6411

−0.0777

−0.2407

$\alpha =0.5,\tau =0.9,\lambda =0.5,\delta =0.7$

0.1266

0.3387

−0.5444

−2.0176

$\alpha =1,\tau =0.4,\lambda =0.9,\delta =0.7$

0.3479

0.9374

−0.8794

−0.1024