Which is the right option for Indian market : Gaussian, normal inverse Gaussian, or Tsallis?
Year of publication: |
2019
|
---|---|
Authors: | Chakrabarti, Prasenjit ; Guhathakurata, Kousik |
Published in: |
IIMB management review. - Bangalore : IIMB, ISSN 0970-3896, ZDB-ID 2413253-6. - Vol. 31.2019, 3, p. 238-249
|
Subject: | Geometric Brownian motion | Normal inverse Gaussian distribution | Stock index | Tsallis distribution | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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