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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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Published in:Manchester School (1463-6786) Vol. 87; no. 3; pp. 403 - 428
Main Authors: Afuecheta, Emmanuel, Chan, Stephen, Nadarajah, Saralees
Format: Article
Published: Wiley-Blackwell Jun2019
Subjects:
Mathematical models
Probability theory
Algorithms
Nanoparticles
Crystal structure
Online Access:View this record in EBSCOhost

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