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EVALUATING RISK IN PRECIOUS METAL PRICES WITH GENERALISED LAMBDA, GENERALISED PARETO AND GENERALISED EXTREME VALUE DISTRIBUTIONS

Chinhamu, K; Huang, CK; Chikobvu, D

Chinhamu, K (reprint author), Univ KwaZulu Natal, Sch Math Stat & Comp Sci, Durban, South Africa.

SOUTH AFRICAN STATISTICAL JOURNAL, 2017; 51 (1): 159

Abstract

In this study we investigate the performance of the generalised lambda distribution (GLD), the generalised Pareto distribution (GPD) and the generalis......

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