By Richard S Varga
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Extra info for Topics in polynomial and rational interpolation and approximation
Scale Mixture of Normal Distributions Recent studies of stock returns tend to use scale mixture or finite mixture of normal distributions. , rt ~ N(μ, σ2)]. , σ−2 follows a gamma distribution). An example of finite mixture of normal distributions is where X is a Bernoulli random variable such that P(X = 1) = α and P(X = 0) = 1 − α with 0 < α < 1, is small, and is relatively large. 05, the finite mixture says that 95% of the returns follow and 5% follow . The large value of enables the mixture to put more mass at the tails of its distribution.
Kendall A complete list of the titles in this series appears at the end of this volume. Page iii Analysis of Financial Time Series Second Edition RUEY S. TSAY University of Chicago Graduate School of Business Page iv Copyright © 2005 by John Wiley Sons, Inc. All rights reserved. , Hoboken, New Jersey. Published simultaneously in Canada. com. com/go/permission. Limit of Liability/Disclaimer of Warranty: While the publisher and author have used their best efforts in preparing this book, they make no representations or warranties with respect to the accuracy or completeness of the contents of this book and specifically disclaim any implied warranties of merchantability or fitness for a particular purpose.
Page 12 SCA Demonstration % denotes explanation. input date, ibm, vw, ew, sp. txt' % Load data into SCA and name the columns date, % ibm, vw, ew, and sp. -- ibm=ibm*100 % Compute percentage returns -- desc ibm % Obtain descriptive statistics of ibm VARIABLE NAME IS IBM NUMBER OF OBSERVATIONS 10446 NUMBER OF MISSING VALUES 0 STATISTIC STD. E. V. 7185 S-Plus Demonstration >is the prompt character and % marks explanation. > module(finmetrics) % Load the Finmetrics module. ). ) governs the stochastic behavior of the returns rit and Y.