A Comparative Goodness-of-Fit Analysis of Distributions of Some LLvy Processes and Heston Model to Stock Index Returns-Reference-Cited by-同舟云学术

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A Comparative Goodness-of-Fit Analysis of Distributions of Some LLvy Processes and Heston Model to Stock Index Returns

Published:2015 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Goncu Ahmet,Karahan Mehmet OOuz,Kuzubas Tolga Umut

Publisher

Elsevier BV

Reference56 articles.

1. Asymptotic theory of certain "goodness-of-fit" criteria based on stochastic processes;T W Anderson;Annals of Mathematical Statistics,1952

2. Exponentially decreasing distributions for the logarithm of particle size;O E Barndorff-Nielsen;Proceedings of the Royal Society of London. Series A,1977

3. Hyperbolic distributions and ramifications: contributions to theory and application;O E Barndorff-Nielsen;Statistical Distributions in Scientific Work,1981

4. Normal Inverse Gaussian distributions and the modeling of stock returns;O E Barndorff-Nielsen;Scandinavian Journal of Statistics,1997

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