Aggregational Gaussianity and barely infinite variance in financial returns
Antonios Antypas; Phoebe Koundouri; Nikolaos Kourogenis
| Year of publication: |
2013
|
|---|---|
| Authors: | Antypas, Antonios ; Koundouri, Phoebe ; Kourogenis, Nikolaos |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 20.2013, p. 102-108
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| Subject: | Aggregational Gaussianity | Infinite variance | FIGARCH | Financial returns | Kapitalmarktrendite | Capital market returns | Statistische Verteilung | Statistical distribution | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009717869