Fitting financial time series data to heavy tailed distribution
碩士 === 國立中山大學 === 應用數學系研究所 === 90 === Financial data, such as daily or monthly maximum log return of stock price usually possess heavy tail and skewness properties. In this thesis, we consider stock price data of computer hardware and money center banks. Heavy-tailed distributions including Pear...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/25151306960657791783 |