Multivariate distributions for financial returns
Dilip B. Madan
| Year of publication: |
2020
|
|---|---|
| Authors: | Madan, Dilip B. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 23.2020, 6, p. 1-32
|
| Subject: | Bilateral gamma | multivariate variance gamma | empirical characteristic function | skewness via cumulants | Theorie | Theory | Statistische Verteilung | Statistical distribution | Multivariate Analyse | Multivariate analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024920500417 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012496775