ON THE SHAPE OF ASSET RETURN DISTRIBUTION

DOI10.1081/SAC-120004309zbMath1079.91563MaRDI QIDQ4416938

Antti J. Kanto, Juuso Töyli, Kimmo Kaski

Publication date: 5 August 2003

Published in: Communications in Statistics: Simulation and Computation (Search for Journal in Brave)

zbMATH Keywords

Asset return distributionPower exponential distribution

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (3)

Models of asset returns: changes of pattern from high to low event frequency ⋮ Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function ⋮ Models for stock returns

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