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An empirical evaluation of fat-tailed distributions in modeling financial time series.
Mike K. P. So
Cathy W. S. Chen
Jen-Yu Lee
Yi-Ping Chang
Published in:
Math. Comput. Simul. (2008)
Keyphrases
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financial time series
heavy tailed
financial time series forecasting
non stationary
stock market
gaussian distribution
financial data
stock exchange
turning points
image sequences
stock price