Search results with tag "The skewed exponential power distribution in finance"

Modelling the Skewed Exponential Power Distribution in …

Modelling the Skewed Exponential Power Distribution in Finance 5 Table 1 Numerical performance of ML estimation T g p M(gˆ) V(gˆ) M(pˆ) V(pˆ) M(iters) % no-conv: 100 1.0 2.0 1.024 0.051 2.113 0.261 8.00 0

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