Necula, Ciprian - In: Journal for Economic Forecasting 6 (2009) 2, pp. 118-131
In the present study, we estimate the parameters of the Generalized Hyperbolic Distribution for a series of stock index …. Using different econometric techniques, we investigate whether the estimated Generalized Hyperbolic Distribution is an … of the analysis is that the probability density function of the estimated Generalized Hyperbolic Distribution represents …