Taming the Skew : Higher-Order Moments in Modeling Asset Price Processes in Finance
Year of publication: |
[2008]
|
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Authors: | Das, Sanjiv Ranjan |
Other Persons: | Sundaram, Rangarajan K. (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Subject: | CAPM | Statistische Verteilung | Statistical distribution | Volatilität | Volatility | Momentenmethode | Method of moments | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process | Kapitalmarkttheorie | Financial economics |
Extent: | 1 Online-Ressource (44 p) |
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Series: | NBER Working Paper ; No. w5976 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1997 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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