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Internal truncated distributions: applications to Wiener process range distribution when deleting a minimum stochastic volatility interval from its domain
Journal article   Open access  Peer reviewed

Internal truncated distributions: applications to Wiener process range distribution when deleting a minimum stochastic volatility interval from its domain

Mohamed Abd Allah El-Hadidy and Ajab A. Alfreedi
Journal of Taibah University for Science, Vol.13(1), pp.201-215
11/12/2019
DOI: https://doi.org/10.1080/16583655.2018.1555020

Abstract

Multidisciplinary Sciences Science & Technology Science & Technology - Other Topics
In this paper, we apply a new definition of truncated distribution "Internal Truncated Distribution" on the Wiener process range distribution to delete a few stochastic volatility intervals from its domain. A comprehensive treatment of the statistical properties of this distribution is presented. The usefulness of the proposed distribution is illustrated with the help of a real data set.
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https://doi.org/10.1080/16583655.2018.1555020View
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