The estimation methods of Normal Inverse Gaussian distribution
碩士 === 國立臺北大學 === 統計學系 === 91 === In empirical finance research, it is frequently observed that asset return distributions are characterized by fat tail、peaked relative to normal distribution and skewproperties. How to specify an adequate probability model which can represent the features of financi...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/72618415619503672226 |