Fitting the variance-gamma model: A goodness-of-fit check for emerging markets

Keyphrases

• Goodness-of-fit 100%
• Variance gamma 100%
• Maximum Likelihood Method 25%
• Emerging Stock Markets 25%
• Empirical Performance 25%
• Model Fitting 25%
• Emerging Economies 25%
• Index Returns 25%
• Chi-square 25%
• Test Statistic 25%
• Stock Market Index 25%
• Anderson-Darling 25%
• Option Pricing 25%
• European Options 25%
• European Put Option 25%
• Kolmogorov-Smirnov Goodness-of-fit Test 25%

Mathematics

• Variance 100%
• Goodness of Fit Test 100%
• Gaussian Distribution 25%
• Kolmogorov-Smirnov Test 25%
• Option Pricing 25%
• Model Fit 25%
• American Option 25%
• Closed Form Solution 25%
• Maximum Likelihood Method 25%
• Test Statistic 25%
• Stock Market 25%
• Call Option 25%
• Smirnov Goodness 25%

Economics, Econometrics and Finance

• Emerging Economies 100%
• Option Trading 66%
• Stock Index 33%
• Pricing 33%