A generalized normal mean-variance mixture for return processes in finance
Elisa Luciano and Patrizia Semeraro
| Year of publication: |
2010
|
|---|---|
| Authors: | Luciano, Elisa ; Semeraro, Patrizia |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 13.2010, 3, p. 415-440
|
| Subject: | CAPM | Stochastischer Prozess | Stochastic process | Varianzanalyse | Analysis of variance | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008904364