Bivariate sub-Gaussian model for stock index returns (Q2146838)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bivariate sub-Gaussian model for stock index returns |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bivariate sub-Gaussian model for stock index returns |
scientific article |
Statements
Bivariate sub-Gaussian model for stock index returns (English)
0 references
21 June 2022
0 references
nonparametric methods
0 references
characteristic function
0 references
bivariate sub-Gaussian distribution
0 references
\(\alpha\)-stable process
0 references
0 references
0 references
0 references
0 references
