Fractals or I.I.D. : evidence of long-range dependence and heavy tailedness from modeling German equity market returns
Year of publication: |
2007
|
---|---|
Authors: | Sun, Wei ; Račev, Svetlozar T. ; Fabozzi, Frank J. |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 59.2007, 6, p. 575-595
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | CAPM | Statistische Verteilung | Statistical distribution | Deutschland | Germany | 2002-2003 |
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