Title |
Models for Heavy-tailed Asset Returns / Szymon Borak, Adam Misiorek, Rafał Weron |
|---|---|
Involved |
Szymon Borak (Verfasser) |
Published |
Berlin: Humboldt-Universität zu Berlin |
Extent |
Online-Ressource |
Language |
|
Country |
|
Topic |
|
Subject |
Heavy-tailed distribution
Stable distribution Tempered stable distribution Generalized hyperbolic distribution
Asset return
Random number generation Parameter estimation |
Persistent identifier |
urn:nbn:de:kobv:11-100176485 (URN) |
Further information |
In: Sonderforschungsbereich 649: Ökonomisches Risiko, Band 2010, Ausgabe 49, 2010 |
Record ID |
120680596X |
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