CED model for asset returns and fractal market hypothesis (Q1596866)
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scientific article; zbMATH DE number 1737621
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CED model for asset returns and fractal market hypothesis |
scientific article; zbMATH DE number 1737621 |
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CED model for asset returns and fractal market hypothesis (English)
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5 May 2002
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conditional exponential dependence
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financial modeling
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asset returns
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fractal market hypothesis
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arbitrage
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Weibull distribution
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CED model
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two-parameter Pareto distributions
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