Models for stock returns
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Publication:2873015
DOI10.1080/14697680902855384zbMath1278.91191MaRDI QIDQ2873015
Publication date: 17 January 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680902855384
beta function; gamma function; incomplete gamma function; normal distribution; generalized hypergeometric function; modified Bessel function; Kummer function; stock market returns
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
62E10: Characterization and structure theory of statistical distributions
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