Recently, I read in a paper that they used a "log-skew normal distribution" to model returns on trades.
I don't have a formal statistics background and was not aware of this distribution type. I am only familiar with the log-normal and skew normal distributions. I assume that a log-skew normal distribution is a variant featuring both?
I want to learn more about this specific type of distribution, but a brief search for related questions only yielded this question, which was not particularly helpful for me.
So, what exactly is a "log-skew normal distribution"? Is it a skewed normal distribution that is log transformed?