Non-linear properties of conditional returns under scale mixtures (Q1019936)
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: Non-linear properties of conditional returns under scale mixtures |
scientific article; zbMATH DE number 5559462
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Non-linear properties of conditional returns under scale mixtures |
scientific article; zbMATH DE number 5559462 |
Statements
Non-linear properties of conditional returns under scale mixtures (English)
0 references
29 May 2009
0 references
financial returns and APT
0 references
scale mixtures
0 references
regression equation
0 references
conditional variance
0 references
0.809034526348114
0 references
0.8008812665939331
0 references
0.7193025946617126
0 references
0.716084897518158
0 references
0.706246018409729
0 references
