//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Student-t distribution"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Log-return distribution"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Student-t distribution
log-return distribution
2
Cumulant
1
Exponentially tilted stable distribution
1
Functional limit theorem
1
Log-return distribution
1
Moment method
1
Option pricing theory
1
Optionspreistheorie
1
Statistical distribution
1
Statistische Verteilung
1
Student t distribution
1
Wasserstein distance
1
diversified world stock index
1
generalised hyperbolic distribution
1
generalized hyperbolic distribution
1
growth optimal portfolio
1
likelihood ratio test
1
minimal market model
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Platen, Eckhard
1
Rendek, Renata
1
Institution
All
Finance Discipline Group, Business School
1
Published in...
All
Research Paper Series / Finance Discipline Group, Business School
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices
Platen, Eckhard
;
Rendek, Renata
-
Finance Discipline Group, Business School
-
2007
-t distribution with about four degrees of freedom as the typical estimated
log-return
distribution
of such indices. Owing to the …
Persistent link: https://www.econbiz.de/10004984480
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->