Browsing by Author "e798413a-b9a8-46ec-a94c-b67f9b86daef"
Now showing items 1-1 of 1
-
Compound distributions for financial returns
Afuecheta, Emmanuel; Semeyutin, Artur; Chan, Stephen; Nadarajah, Saralees; Ruiz, Diego Andrés Pérez (PLOS, 2020)In this paper, we propose six Student’s t based compound distributions where the scale parameter is randomized using functional forms of the half normal, Fréchet, Lomax, Burr III, inverse gamma and generalized gamma ...