Modeling asset returns with alternative stable distributions
Year of publication: |
1993
|
---|---|
Authors: | Mittnik, Stefan |
Other Persons: | Račev, Svetlozar T. (contributor) |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 12.1993, 3, p. 261-330
|
Subject: | Kapitaleinkommen | Capital income | Wahrscheinlichkeitsrechnung | Probability theory | CAPM | Schätzung | Estimation | Theorie | Theory | 1982-1987 |
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