Multivariate generalized hyperbolic laws for modeling financial log‐returns : Empirical and theoretical considerations
| Year of publication: |
2020
|
|---|---|
| Authors: | Fotopoulos, Stergios B. ; Paparas, Alex ; Jandhyala, Venkata K. |
| Published in: |
Applied Stochastic Models in Business and Industry. - Wiley, ISSN 1526-4025, ZDB-ID 2002340-6. - Vol. 36.2020, 5 (24.03.), p. 757-775
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/asmb.2525 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012406403