Diagnosing and treating the fat tails in financial returns data
Autor: | Mittnik, S., Paolella, M. S., Rachev, S. T. |
---|---|
Zdroj: | Journal of Empirical Finance; 2000, Vol. 7 Issue: 3-4 p389-416, 28p |
Databáze: | Supplemental Index |
Externí odkaz: |
Autor: | Mittnik, S., Paolella, M. S., Rachev, S. T. |
---|---|
Zdroj: | Journal of Empirical Finance; 2000, Vol. 7 Issue: 3-4 p389-416, 28p |
Databáze: | Supplemental Index |
Externí odkaz: |