Article Per Year (5 Year)
p-Index From 2019 - 2024
0
P-Index
This Author published in this journals
All Journal Science and Technology Indonesia
Jayanti Herli
Unknown Affiliation
Biochemistry, Genetics & Molecular Biology Chemical Engineering, Chemistry & Bioengineering Environmental Science Materials Science & Nanotechnology Physics

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
On the Infinitely Divisible of Meixner Distribution Dodi Devianto; Jayanti Herli; Maiyastri Maiyastri; Rahma Diana Safitri
Science and Technology Indonesia Vol. 3 No. 4 (2018): October
Publisher : Research Center of Inorganic Materials and Coordination Complexes, FMIPA Universitas Sriwijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (687.915 KB) | DOI: 10.26554/sti.2018.3.4.147-150

Abstract

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 goodness of fit test.
Co-Authors Devianto, Dodi Maiyastri, Maiyastri Rahma Diana Safitri