Fractals or I.I.D. : evidence of long-range dependence and heavy tailedness from modeling German equity market returns
Wei Sun, Svetlozar Rachev, Frank J. Fabozzi
| Year of publication: |
2007
|
|---|---|
| Authors: | Sun, Wei ; Račev, Svetlozar T. ; Fabozzi, Frank J. |
| Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 59.2007, 6, p. 575-595
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | CAPM | Statistische Verteilung | Statistical distribution | Deutschland | Germany | 2002-2003 |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10003615737