Some New Bivariate IG and NIG-Distributions for Modelling Covariate Financial Returns
Year of publication: |
2007
|
---|---|
Authors: | Lillestol, Jostein |
Publisher: |
[S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Volatilität | Volatility | Theorie | Theory | Korrelation | Correlation | CAPM | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (30 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 8, 2007 erstellt |
Other identifiers: | 10.2139/ssrn.971557 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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