TY - JOUR AU - Devianto, Dodi AU - Herli, Jayanti AU - Maiyastri, Maiyastri AU - Safitri, Rahma Diana PY - 2018/10/26 Y2 - 2024/03/29 TI - On the Infinitely Divisible of Meixner Distribution JF - Science and Technology Indonesia JA - sci. technol. indones. VL - 3 IS - 4 SE - Articles DO - 10.26554/sti.2018.3.4.147-150 UR - https://sciencetechindonesia.com/index.php/jsti/article/view/110 SP - 147-150 AB - <p>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 <em>goodness of fit test.</em></p> ER -