The joint distribution of stock returns is not elliptical
Rémy Chicheportiche and Jean-Philippe Bouchaud
| Year of publication: |
2012
|
|---|---|
| Authors: | Chicheportiche, Rémy ; Bouchaud, Jean-Philippe |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 15.2012, 3, p. 1-23
|
| Subject: | Copulas | stock returns | multivariate distribution | linear correlation | Non-linear dependences | Student distribution | elliptical distributions | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Korrelation | Correlation | Börsenkurs | Share price |
| 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/10009624498