THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL (Q2892977): Difference between revisions

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Latest revision as of 09:06, 5 July 2024

scientific article
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THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL
scientific article

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    THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL (English)
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    25 June 2012
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    copulas
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    stock returns
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    multivariate distribution
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    linear correlation
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    non-linear dependences
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    student distribution
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    elliptical distributions
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    Identifiers