Empirical evidence on Student-\(t\) log-returns of diversified world stock indices (Q2324080)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical evidence on Student-\(t\) log-returns of diversified world stock indices |
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Empirical evidence on Student-\(t\) log-returns of diversified world stock indices (English)
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13 September 2019
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diversified world stock index
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growth optimal portfolio
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log-return distribution
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Student-\(t\) distribution
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generalized hyperbolic distribution
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likelihood ratio test
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