Cross-sectional-skew-dependent distribution models for industry returns in the Japanese stock market

From MaRDI portal
Publication:1000378


DOI10.1007/BF02425170zbMath1153.91764MaRDI QIDQ1000378

Yuichi Nagahara

Publication date: 6 February 2009

Published in: Financial Engineering and the Japanese Markets (Search for Journal in Brave)


62P05: Applications of statistics to actuarial sciences and financial mathematics

91B74: Economic models of real-world systems (e.g., electricity markets, etc.)

91B82: Statistical methods; economic indices and measures