Research Article
A Comparison of Generalized Hyperbolic Distribution Models for Equity Returns
Table 5
Log-likelihood, AIC, and KS distance.
| Class | Log-likelihood | AIC | KS distance | KS | value |
| MGHD | −10730.64 | 21549.28 | 0.014 | 0.2542 | MHYP | −10897.83 | 21881.66 | 0.037 | 0.0000 | MNIG | −10741.39 | 21568.77 | 0.0124 | 0.3959 | MVG | −10799.64 | 21685.28 | 0.0184 | 0.0573 | MSt | −10731.49 | 21548.98 | 0.0233 | 0.0068 | Mnor | −11726.54 | 23523.07 | 0.044 | 0.0000 |
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