Dampened power law : reconciling the tail behavior of financial security returns
Year of publication: |
2006
|
---|---|
Authors: | Wu, Liuren |
Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 79.2006, 3, p. 1445-1475
|
Subject: | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis |
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