Research Article
A Comparison of Generalized Hyperbolic Distribution Models for Equity Returns
Table 3
Log-likelihood and AIC.
| Tickers | GHD | Hyp | NIG | VG | St | Log-likelihood | AIC | Log-likelihood | AIC | Log-likelihood | AIC | Log-likelihood | AIC | Log-likelihood | AIC |
| AGL | −2029.336 | 4070.672 | −2035.351 | 4080.702 | −2030.577 | 4071.154 | −2038.502 | 4087.004 | −2029.336 | 4068.672 | AMS | −2056.030 | 4124.06 | −2057.04 | 4124.08 | −2056.819 | 4123.638 | −2056.234 | 4122.468 | −2058.495 | 4126.990 | ANG | −2032.588 | 4077.176 | −2035.291 | 4080.582 | −2032.791 | 4075.582 | −2036.618 | 4083.236 | −2033.722 | 4077.446 | BIL | −2037.136 | 4086.272 | −2039.864 | 4089.728 | −2037.549 | 4085.098 | −2041.2 | 4092.4 | −2037.633 | 4085.266 | GFI | −2010.106 | 4032.212 | −2014.294 | 4038.588 | −2010.466 | 4030.932 | −2016.555 | 4043.10 | −2011.146 | 4032.292 | HAR | −2048.74 | 4109.48 | −2051.336 | 4112.672 | −2049.502 | 4109.004 | −2052.879 | 4115.758 | −2048.747 | 4107.494 | IMP | −2081.01 | 4174.02 | −2084.209 | 4178.418 | | 4177.218 | −2084.81 | 4179.62 | −2082.956 | 4175.912 |
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