A Poisson Subordinated Distribution to capture major leptokurtic features in log-return time series of financial data.
|Author||Stephen Horng-Twu Lihn <[email protected]>|
|Date of publication||2012-04-13 05:19:27|
|Maintainer||Stephen Horng-Twu Lihn <[email protected]>|
|Package repository||View on CRAN|
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