| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481436 | Physica A: Statistical Mechanics and its Applications | 2012 | 14 Pages |
Abstract
⺠New distributions as alternative probabilistic models for adjustment of financial returns. ⺠They can achieve kurtosis levels above 150 and are capable of recovering empirical kurtosis. ⺠We include the idea of recovering the sample data stochastic characteristics in the adjustment stage.
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Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
MarÃa del Mar López MartÃn, Catalina GarcÃa GarcÃa, José GarcÃa Pérez,