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Mixtures of t-distributions for Finance and Forecasting

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Author Info
Giacomini, Raffaella (University College London)
Gottschling, Andreas (Deutsche Bank AG, Credit RiskManagement)
Haefke, Christian (Department of Economics and Finance, Institute for Advanced Studies, Vienna, Austria)
White, Halbert (Department of Economics, University of California, San Diego)

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Abstract

We explore convenient analytic properties of distributions constructed as mixtures of scaled and shifted t-distributions. A feature that makes this family particularly desirable for econometric applications is that it possesses closed-form expressions for its anti-derivatives (e.g., the cumulative density function). We illustrate the usefulness of these distributions in two applications. In the first application, we use a scaled and shifted t-distribution to produce density forecasts of U.S. inflation and show that these forecasts are more accurate, out-of-sample, than density forecasts obtained using normal or standard t-distributions. In the second application, we replicate the option-pricing exercise of Abadir and Rockinger (2003) using a mixture of scaled and shifted t-distributions and obtain comparably good results, while gaining analytical tractability.

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File URL: http://www.ihs.ac.at/publications/eco/es-216.pdf
File Format: application/pdf
File Function: First version, 2007
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Publisher Info
Paper provided by Institute for Advanced Studies in its series Economics Series with number 216.

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Length: 27 pages
Date of creation: Oct 2007
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Handle: RePEc:ihs:ihsesp:216

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Related research
Keywords: ARMA-GARCH models; neural networks; nonparametric density estimation; forecast accuracy; option pricing; risk neutral density;

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Find related papers by JEL classification:
C63 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computational Techniques
C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Other Model Applications
C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics

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  1. Karim Abadir, 1999. "An introduction to hypergeometric functions for economists," Econometric Reviews, Taylor and Francis Journals, vol. 18(3), pages 287-330. [Downloadable!] (restricted)
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  2. Breeden, Douglas T & Litzenberger, Robert H, 1978. "Prices of State-contingent Claims Implicit in Option Prices," Journal of Business, University of Chicago Press, vol. 51(4), pages 621-51, October. [Downloadable!] (restricted)
  3. Yacine Aït-Sahalia & Andrew W. Lo, 1998. "Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices," Journal of Finance, American Finance Association, vol. 53(2), pages 499-547, 04. [Downloadable!] (restricted)
    Other versions:
  4. W. A. Broock & J. A. Scheinkman & W. D. Dechert & B. LeBaron, 1996. "A test for independence based on the correlation dimension," Econometric Reviews, Taylor and Francis Journals, vol. 15(3), pages 197-235. [Downloadable!] (restricted)
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