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tempered stable distributions
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Are the log-returns of Italian
open-end
mutual
funds
normally distributed? A risk assessment perspective
Bianchi, Michele Leonardo
-
Banca d'Italia
-
2014
In this paper we conduct an empirical analysis of daily log-returns of Italian
open-end
mutual
funds
and their …
Persistent link: https://www.econbiz.de/10011099628
Saved in:
2
Are the log-returns of Italian
open-end
mutual
funds
normally distributed : a risk assessment perspective
Bianchi, Michele Leonardo
- In:
The journal of asset management
16
(
2015
)
7
,
pp. 437-449
Persistent link: https://www.econbiz.de/10011455704
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