Heavy-Tailed Distributions, Volatility Clustering and Asset Prices of the Precious Metal
Year of publication: |
2017
|
---|---|
Authors: | Ma, Wei |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Börsenkurs | Share price | Statistische Verteilung | Statistical distribution | Edelmetall | Precious metal | CAPM |
Extent: | 1 Online-Ressource (9 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 26, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3021110 [DOI] |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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