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A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns
Göncü, Ahmet; Karahan, Mehmet Oğuz; Kuzubaş, Tolga Umut - In: The North American journal of economics and finance : a … 36 (2016), pp. 69-83
Persistent link: https://www.econbiz.de/10011672611
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Variance-Gamma and Normal-Inverse Gaussian models : goodness-of-fit to Chinese high-frequency index returns
Göncü, Ahmet; Yang, Hao - In: The North American journal of economics and finance : a … 36 (2016), pp. 279-292
Persistent link: https://www.econbiz.de/10011672682