Flexible Models for Stock Returns Based on Student's T Distribution

Author:

Afuecheta Emmanuel1,Chan Stephen2,Nadarajah Saralees1

Affiliation:

1. School of Mathematics University of Manchester

2. Department of Mathematics and Statistics American University of Sharjah UAE

Publisher

Wiley

Subject

Economics and Econometrics

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5. Exponentially decreasing distributions for the logarithm of particle size

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