id	author	title	date	pages	extension	mime	words	sentences	flesch	summary	cache	txt
work_xq42u5f77na3pps3pym35robem	Canan G. Corlu	Empirical distributions of daily equity index returns: A comparison	2016	23	.pdf	application/pdf	13593	2707	72	represent the behavior of daily equity index returns over the period 1979–2014: the skewed Student-t tarting with Eberlein and Keller (1995), the normal inverse Gausian (NIG) distribution is used to model financial returns and To this end, we consider the following flexible distriutions that are commonly used in finance: the skewed Studentdistribution, the GLD, the NIG distribution, the Johnson system The top figure shows the AD statistics of the skewed-t distribution, generalized lambda distribution (GLD), normal inverse Gaussian (NIG) distribution, Johnson SU family, and g-and-h distribution for Canada over all sub-periods starting with lambda distribution (GLD), normal inverse Gaussian (NIG) distribution, Johnson SU family, and g-and-h distribution for Mexico over all sub-periods starting with 1994–1996. is rejected once according to both KS and AD test statistics; the normal inverse Gaussian (NIG) distribution is sub-period 1979–1981, the generalized lambda distribution (GLD), Johnson SU family, normal inverse Gaussian	./cache/work_xq42u5f77na3pps3pym35robem.pdf	./txt/work_xq42u5f77na3pps3pym35robem.txt