PORTFOLIO RETURN DISTRIBUTIONS: SAMPLE STATISTICS WITH STOCHASTIC CORRELATIONS
Year of publication: |
2015
|
---|---|
Authors: | CHETALOVA, DESISLAVA ; SCHMITT, THILO A. ; SCHÄFER, RUDI ; GUHR, THOMAS |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 18.2015, 02, p. 1550012-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Correlation modeling | nonstationarity | market dynamics | portfolio analysis | stochastic models | non-Gaussian distributions |
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