Aggregational Gaussianity in the South African equity market
Year of publication: |
2014
|
---|---|
Authors: | Polakow, Daniel ; Taylor, David ; Mahomed, Obeid |
Published in: |
International business and economics research journal. - Littleton, Colo., ISSN 1535-0754, ZDB-ID 2143670-8. - Vol. 13.2014, 5, p. 1091-1106
|
Subject: | Stylized Facts | Aggregational Gaussianity | Normality | Risk Management | Südafrika | South Africa | Risikomanagement | Risk management | Aggregation | Risikoprämie | Risk premium | Aktienmarkt | Stock market | Stochastischer Prozess | Stochastic process |
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