Application of generalized student's t-distribution in modeling the distribution of empirical return rates on selected stock exchange indexes
Year of publication: |
2013
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Authors: | Purczyński, Jan ; Bednarz-Okrzyńska, Kamila |
Published in: |
Folia oeconomica Stetinensia : FOS. - Szczecin : Wydawn. Naukowe Uniw. Szczecińskiego, ISSN 1730-4237, ZDB-ID 2672877-1. - Vol. 13.2013, 2, p. 37-48
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Subject: | Student's t-distribution | generalized Student's t-distribution | estimation of distribution parameters | Studierende | Students | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Schätzung | Estimation |
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