Discriminating between the normal inverse Gaussian and generalized hyperbolic skew-t distributions with a follow-up the stock exchange data (Q4987783)
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scientific article; zbMATH DE number 7343672
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| English | Discriminating between the normal inverse Gaussian and generalized hyperbolic skew-t distributions with a follow-up the stock exchange data |
scientific article; zbMATH DE number 7343672 |
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Discriminating between the normal inverse Gaussian and generalized hyperbolic skew-t distributions with a follow-up the stock exchange data (English)
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4 May 2021
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generalized hyperbolic skew-\(t\) distribution
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EM algorithm
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goodness-of-fit
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normal inverse Gaussian distribution
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stock exchange
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Vuong-type test
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0.8482775
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0.83774364
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0.8354481
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0.83457935
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0.8316618
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0.8207743
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0.8184907
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