Financial Modeling Under Non-Gaussian Distributions
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...
| Κύριοι συγγραφείς: | , , |
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| Συγγραφή απο Οργανισμό/Αρχή: | |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
London :
Springer London,
2007.
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| Σειρά: | Springer Finance
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| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
