Chapter 5 Distributions

5.1 Normal distribution

5.2 Student t distribution

DeFusco, Richard A., Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle, and Mark J. P. Anson. 2007. Quantitative Investment Analysis. Hoboken, N.J.
Linton, Oliver. 2019. Financial Econometrics: Models and Methods. Cambridge NewYork, NY Port Melbourne, VIC New Dehli Singapore: Cambridge University Press.
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