Multi-tail generalized elliptical distributions for asset returns
Sebastian Kring, Svetlozar T. Rachev, Markus Höchstötter, Frank J. Fabozzi and Michele Leonardo Bianchi
| Year of publication: |
2009
|
|---|---|
| Authors: | Kring, Sebastian ; Račev, Svetlozar T. ; Höchstötter, Markus ; Fabozzi, Frank J. ; Bianchi, Michele Leonardo |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 12.2009, 2, p. 272-291
|
| Subject: | Theorie | Theory | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis |
| 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/10003875668