Interval estimation in Mixture Normal Model with stock and option data
碩士 === 國立中央大學 === 統計研究所 === 105 === The distribution of returns on financial asset has been found to exhibit substantial leptokurtosis, in many cases, also skewness relative to normal distribution. One attractive property of the Mixture normal model is that it is flexible enough to accommodate vario...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/49qq34 |