The Quotient of Normal Random Variables and Application to Asset Price Fat Tails
Year of publication: |
2018
|
---|---|
Authors: | Caginalp, Carey |
Other Persons: | Caginalp, Gunduz (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Statistische Verteilung | Statistical distribution | CAPM | Wahrscheinlichkeitsrechnung | Probability theory | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Physica A, 499, 457-471, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 28, 2017 erstellt |
Classification: | D00 - Microeconomics. General ; C02 - Mathematical Methods ; A10 - General Economics. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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