THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL (Q2892977): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1009.1100 / rank | |||
Normal rank | |||
Revision as of 09:34, 19 April 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)
0 references
25 June 2012
0 references
copulas
0 references
stock returns
0 references
multivariate distribution
0 references
linear correlation
0 references
non-linear dependences
0 references
student distribution
0 references
elliptical distributions
0 references
