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Help wanted with Normal Inverse Gaussian Distn.

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victorzhu
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Posts: 0
Joined: February 19th, 2003, 3:18 pm

Help wanted with Normal Inverse Gaussian Distn.

March 10th, 2003, 2:14 am

I want to creat a model to study the stock, the distrubution I need it NIG, but seems not many papers give out the exact p.d.f.I will be very thankful if anybody can tell me this, thanks a lot.
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cmerrill
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Joined: July 14th, 2002, 3:00 am

Help wanted with Normal Inverse Gaussian Distn.

March 10th, 2003, 4:50 am

Victor, this approximation might help you.
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