Financial Modeling Under Non-Gaussian Distributions

• Κύριοι συγγραφείς: Jondeau, Eric (Συγγραφέας), Poon, Ser-Huang (Συγγραφέας), Rockinger, Michael (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: London : Springer London, 2007.
• Σειρά: Springer Finance
• Θέματα: Mathematics.; Economics, Mathematical.; Statistics.; Econometrics.; Quantitative Finance.; Statistics for Business/Economics/Mathematical Finance/Insurance.

Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the bell-shaped curve, associated with the Gaussian or normal distribution. Indeed, the use of Gaussian models when the asset return distributions are not normal could lead to a wr...