Infinite Density at the Median and the Typical Shape of Stock Return Distributions (Q5392707)
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scientific article; zbMATH DE number 5877717
Language | Label | Description | Also known as |
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English | Infinite Density at the Median and the Typical Shape of Stock Return Distributions |
scientific article; zbMATH DE number 5877717 |
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Infinite Density at the Median and the Typical Shape of Stock Return Distributions (English)
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13 April 2011
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asymptotic leptokurtosis
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infinite density at the median
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kernel density estimation
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least absolute deviations
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stylized facts
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