Diagnosing and treating the fat tails in financial returns data
Stefan Mittnik; Marc S. Paolella; Svetlozar T. Rachev
| Year of publication: |
2000
|
|---|---|
| Authors: | Mittnik, Stefan ; Paolella, Marc S. ; Račev, Svetlozar T. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 7.2000, 3/4, p. 389-416
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| Subject: | ARCH-Modell | ARCH model | Währungsrisiko | Exchange rate risk | Theorie | Theory | Asien | Asia | Finanzkrise | Financial crisis |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of empirical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001558281