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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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:
Acceso en línea:Ver este registro en EBSCOhost
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        atl: Flexible Models for Stock Returns Based on Student's T Distribution.
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        au:
          Afuecheta, Emmanuel
          Chan, Stephen
          Nadarajah, Saralees
        affil:
          School of Mathematics, University of Manchester
          Department of Mathematics and Statistics, American University of Sharjah, UAE
      su:
        Mathematical models
        Probability theory
        Algorithms
        Nanoparticles
        Crystal structure
      sug:
        subj:
          Mathematical models
          Probability theory
          Algorithms
          Nanoparticles
          Crystal structure
      ab: 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 daily log returns of six financial indices. They were shown to provide better fits than mixtures of Student's t distributions and the popular generalized hyperbolic distribution.
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
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