Alternatives to the normal model of stock returns: Gaussian mixture, generalised logF and generalised hyperbolic models
| Year of publication: |
2009
|
|---|---|
| Authors: | Behr, Andreas ; Pötter, Ulrich |
| Published in: |
Annals of Finance. - Springer. - Vol. 5.2009, 1, p. 49-68
|
| Publisher: |
Springer |
| Subject: | Stock returns | Non-normality | Gaussian mixtures | Generalised hyperbolic distribution | Generalised logF distribution |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005542195