Flexible Models for Stock Returns Based on Student's T Distribution.

Models based on the Student's t distribution are proposed with its scale parameter randomized. Mathematical properties of the models such as their probability density functions, cumulative distribution functions, moments and characteristic functions are derived. Three of the models are fitted to dai...

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Detalles Bibliográficos

Publicado en:	Manchester School (1463-6786) Vol. 87; no. 3; pp. 403 - 428
Autores principales:	Afuecheta, Emmanuel, Chan, Stephen, Nadarajah, Saralees
Formato:	Artículo
Publicado:	Wiley-Blackwell Jun2019
Materias:	Mathematical models Probability theory Algorithms Nanoparticles Crystal structure
Acceso en línea:	Ver este registro en EBSCOhost