LIHNPSD: Poisson Subordinated Distribution
Version 0.2.1

A Poisson Subordinated Distribution to capture major leptokurtic features in log-return time series of financial data.

Package details

AuthorStephen Horng-Twu Lihn <[email protected]>
Date of publication2012-04-13 05:19:27
MaintainerStephen Horng-Twu Lihn <[email protected]>
Package repositoryView on CRAN
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LIHNPSD documentation built on May 29, 2017, 11:25 p.m.