The quotient of normal random variables and application to asset price fat tails (Q2150371)
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scientific article; zbMATH DE number 7548940
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The quotient of normal random variables and application to asset price fat tails |
scientific article; zbMATH DE number 7548940 |
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The quotient of normal random variables and application to asset price fat tails (English)
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27 June 2022
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quotient of normals
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heavy tails
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fat tails
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supply/demand
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tail of distribution
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leptokurtosis
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asset price change
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returns on stocks
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