Generate a reasonably large random sample from the 2 1 distribution and look at histograms of the
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Generate a reasonably large random sample from the 2 1 distribution and look at histograms of the implied values of t = log( t) 2 where 2
t 1 as in the SV model. Explore the shape of this distribution using quantile-quantile plots against the standard normal distribution to generate insight into how the distribution of t di ers from normal, especially in the tails. Describe the di erences.
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Mehwish Aziz
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Related Book For 
Time Series Modeling Computation And Inference
ISBN: 9781498747028
2nd Edition
Authors: Raquel Prado, Marco A. R. Ferreira, Mike West
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