Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution
Year of publication: |
2009
|
---|---|
Authors: | Necula, Ciprian |
Published in: |
Journal for Economic Forecasting. - Institutul de Prognoza Economica. - Vol. 6.2009, 2, p. 118-131
|
Publisher: |
Institutul de Prognoza Economica |
Subject: | Generalized Hyperbolic Distribution | heavy-tailed returns | non-parametric density estimation |
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