Temporal aggregation of equity return time-series models (Q929677): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 17:38, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Temporal aggregation of equity return time-series models |
scientific article |
Statements
Temporal aggregation of equity return time-series models (English)
0 references
18 June 2008
0 references
calibration points
0 references
equity-linked guarantees
0 references
GARCH model
0 references
log-stable distribution
0 references
S\&P 500 total returns
0 references
