Cross-sectional-skew-dependent distribution models for industry returns in the Japanese stock market
From MaRDI portal
Publication:1000378
DOI10.1007/BF02425170zbMath1153.91764MaRDI QIDQ1000378
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