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LIHNPSD: Poisson Subordinated Distribution
A Poisson Subordinated Distribution to capture major leptokurtic features in log-return time series of financial data.
Getting started
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Package details |
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| Author | Stephen Horng-Twu Lihn <stevelihn@gmail.com> |
| Maintainer | Stephen Horng-Twu Lihn <stevelihn@gmail.com> |
| License | GPL-2 |
| Version | 0.2.1 |
| URL | http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2032762 |
| Package repository | View on CRAN |
| Installation |
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