LIHNPSD (0.2.1)

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Poisson Subordinated Distribution.

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2032762
http://cran.r-project.org/web/packages/LIHNPSD

A Poisson Subordinated Distribution to capture major leptokurtic features in log-return time series of financial data.

Maintainer: Stephen Horng-Twu Lihn
Author(s): Stephen Horng-Twu Lihn <stevelihn@gmail.com>

License: GPL-2

Uses: BB, Bolstad2, moments, optimx, Rmpfr, sn

Released over 5 years ago.


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