Diagnosing and treating the fat tails in financial returns data
Year of publication: |
2000
|
---|---|
Authors: | Mittnik, Stefan ; Paolella, Marc S. ; Rachev, Svetlozar T. |
Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 7.2000, 3-4, p. 389-416
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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