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An empirical evaluation of fat-tailed distributions in modeling financial time series.

Mike K. P. SoCathy W. S. ChenJen-Yu LeeYi-Ping Chang
Published in: Math. Comput. Simul. (2008)
Keyphrases
  • 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