Modelling asset returns under price limits with mixture of truncated Gaussian distribution
Dinghai Xu
| Year of publication: |
2020
|
|---|---|
| Authors: | Xu, Dinghai |
| Subject: | Price limits | truncated Gaussian distribution | mixture models | magnet effect | bound effect | Börsenkurs | Share price | Theorie | Theory | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2020.1770682 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012307930