A Poisson Subordinated Distribution to capture major leptokurtic features in log-return time series of financial data.
| Version: | 0.2.1 |
| Depends: | R (≥ 2.14.1), sn, moments, BB, Bolstad2, optimx, Rmpfr |
| Published: | 2012-04-13 |
| Author: | Stephen Horng-Twu Lihn |
| Maintainer: | Stephen Horng-Twu Lihn <stevelihn at gmail.com> |
| License: | GPL-2 |
| URL: | http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2032762 |
| NeedsCompilation: | no |
| In views: | Distributions |
| CRAN checks: | LIHNPSD results |
| Reference manual: | LIHNPSD.pdf |
| Package source: | LIHNPSD_0.2.1.tar.gz |
| Windows binaries: | r-devel: LIHNPSD_0.2.1.zip, r-release: LIHNPSD_0.2.1.zip, r-oldrel: LIHNPSD_0.2.1.zip |
| macOS binaries: | r-release: LIHNPSD_0.2.1.tgz, r-oldrel: LIHNPSD_0.2.1.tgz |
| Old sources: | LIHNPSD archive |
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