On the Distributional Characterization of Daily Log‐Returns of a World Stock Index (Q5489325): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Volatility for Lévy Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5538132 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4368791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage in continuous complete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: A benchmark approach to filtering in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: MODELING THE VOLATILITY AND EXPECTED VALUE OF A DIVERSIFIED WORLD INDEX / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diversified portfolios with jumps in a benchmark framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: A structure for general and specific market risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Statistical Inference and its Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4226355 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial Data and the Skewed Generalized T Distribution / rank
 
Normal rank

Latest revision as of 19:49, 24 June 2024

scientific article; zbMATH DE number 5057350
Language Label Description Also known as
English
On the Distributional Characterization of Daily Log‐Returns of a World Stock Index
scientific article; zbMATH DE number 5057350

    Statements

    On the Distributional Characterization of Daily Log‐Returns of a World Stock Index (English)
    0 references
    0 references
    0 references
    25 September 2006
    0 references
    world stock index
    0 references
    log-return distribution
    0 references
    student
    0 references
    distribution
    0 references
    symmetric generalized hyperbolic distribution
    0 references

    Identifiers