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Dodi Devianto Jayanti Herli Maiyastri Maiyastri Rahma Diana Safitri
DOI: https://doi.org/10.26554/sti.2018.3.4.147-150 Published Oct 26, 2018

Abstract

The log-returns of most financial data show a significant leptokurtosis. For the better fit we showed a special levy process which is called the Meixner process. The Meixner distribution belongs to the class of infinitely divisible distribution chracterized by using characteristic function and it was proposed as a model for represented efficiently of the log-returns of financial data. The perfect fit of underlying Meixner distribution performing by using goodness of fit test.

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How to Cite
DEVIANTO, Dodi et al. On the Infinitely Divisible of Meixner Distribution. Science and Technology Indonesia, [S.l.], v. 3, n. 4, p. 147-150, oct. 2018. ISSN 2580-4391. Available at: <http://sciencetechindonesia.com/index.php/jsti/article/view/110>. Date accessed: 18 nov. 2018. doi: https://doi.org/10.26554/sti.2018.3.4.147-150.
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