THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL (Q2892977): Difference between revisions
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Revision as of 08:58, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL |
scientific article |
Statements
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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