Approximation of skewed and leptokurtic return distributions
| Year of publication: |
2012
|
|---|---|
| Authors: | Scherer, Matthias ; Rachev, Svetlozar T. ; Kim, Young Shin ; Fabozzi, Frank J. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 22.2012, 16 (1.8.), p. 1305-1317
|