Application of Generalized Student’s T-Distribution In Modeling The Distribution of Empirical Return Rates on Selected Stock Exchange Indexes

Published Online: Jul 08, 2014

Page range: 37 - 48

Received: Oct 16, 2013

Accepted: Jan 17, 2014

DOI: https://doi.org/10.2478/foli-2013-0022

Keywords

Student’s t-distribution, generalized Student’s t-distribution, stimation of distribution parameters

© 2013 University of Szczecin

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