id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
cjfa-15266	Eden, David; Huffman, Paul; Holman, John	HEAVY-TAILED DISTRIBUTIONS AND THE CANADIAN STOCK MARKET RETURNS	2017	14	.pdf	application/pdf	3475	199	60	The density function is skewed to the right when t distribution specializes to the standard Student’s t distri- bution by setting the parameter (iii) Normal inverse Gaussian distribution (NIG): 2 2 1 2 2 2 2 ( ( ) ) http://dx.doi.org/10.12775/ CJFA.2017.007 DAVID EDEN* Bank of Canada PAUL HUFFMAN** University of Manitoba JOHN HOLMAN*** Illinois State University HEAVY-TAILED DISTRIBUTIONS AND THE CANADIAN STOCK MARKET RETURNS Keywords: Value at Risk, GSPTSE, Skewed t distribution.	cache/cjfa-15266.pdf	txt/cjfa-15266.txt