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 <stevelihn@gmail.com>
Date of publication2012-04-13 05:19:27
MaintainerStephen Horng-Twu Lihn <stevelihn@gmail.com>
LicenseGPL-2
Version0.2.1
URL http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2032762
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("LIHNPSD")

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LIHNPSD documentation built on May 29, 2017, 11:25 p.m.