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	−2083.609	4177.218	−2084.81	4179.62	−2082.956	4175.912