Browsing Faculty of Science & Technology (FST) by Author "Maina, Calvin Bitange"
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Dependence Modelling Of Financial Data using Genenalised Hyperbolic Distribution
Maina, Calvin Bitange (School of Mathematics, 2013)Generalised Hyberbolic Distributions (GHDs) are very signi…cant in modeling to model returns from …nancial market variables such as exchange rate, equity prices, and interest rate measured over short time intervals, i.e. ...