Comparative analysis of asset pricing models based on log-normal distribution and Tsallis distribution using recurrence plot in an emerging market
Kousik Guhathakurta, Basabi Bhattacharya and A. Roy Chowdhury
| Year of publication: |
2016
|
|---|---|
| Authors: | Guhathakurta, Kousik ; Bhattacharya, Basabi ; Roy Chowdhury, Asesh |
| Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 447662-1. - Vol. 32.2016, p. 35-73
|
| Subject: | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model | Indien | India | 1990-2006 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/S0196-382120160000032003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011691494