The Variance Gamma (V. G.) model for share market returns
Dilip B. Madan ; Eugene Seneta
| Year of publication: |
1990
|
|---|---|
| Authors: | Madan, Dilip B. |
| Other Persons: | Seneta, Eugene (contributor) |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 63.1990, 4, p. 511-524
|
| Subject: | Kapitaleinkommen | Capital income | CAPM | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001097112