A Comparison of Generalized Hyperbolic Distribution Models for Equity Returns

Table 1

Descriptive statistics.

Ticker	Mean	Standard deviation	Skewness	Kurtosis	Min	Max
AGL	0.00020	0.0287	−0.1229	6.8276	−0.1730	0.1385
AMS	0.00006	0.0301	−0.4002	5.4935	−0.1759	0.1195
ANG	0.00005	0.02568	0.2907	6.6361	−0.1232	0.1756
BIL	0.00053	0.02630	0.2913	6.7289	−0.1142	0.1799
GFI	0.00003	0.02911	0.1264	7.3295	−0.1581	0.1939
HAR	0.00006	0.02938	0.04251	6.8839	−0.1727	0.1997
IMP	0.00025	0.03109	−0.3400	5.2412	−0.1885	0.1434