Econometric modeling based on the Student’s t distribution introduces an additional parameter — the degree of freedom …

, one is a Gaussian random field and the second is a student’s t random field with ν degrees of freedom scaled by β. The …

Papastathopoulos and Tawn [Papastathopoulos, I., Tawn, J.A., 2013. A generalized Student’s t-distribution. Statistics … & Probability Letters 83, 70–77] proposed a generalization of Student’s t distribution to account for negative degrees of freedom …

A Bayesian analysis of a stochastic volatility model with a generalized hyperbolic (GH) skew Student’s t …

Normal or the Student’s t copula models are compatible with U.S. equity return and exchange rate data. Both tests are robust …, but little evidence against the more flexible Student’s t copula. …

Prices for European call options can be calculated for returns that follow a Student’s t-distribution if the t …-distribution is truncated or if the value of the asset is capped. The distributions for n-fold convolution of a Student’s t …-distribution and a truncated Student’s t-distribution, both with ν=3, are considered in this work. It is shown that a truncated Student’s …