The joint distribution of stock returns is not elliptical (Q2892977)
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scientific article; zbMATH DE number 6049604
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The joint distribution of stock returns is not elliptical |
scientific article; zbMATH DE number 6049604 |
Statements
25 June 2012
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copulas
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stock returns
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multivariate distribution
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linear correlation
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non-linear dependences
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student distribution
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elliptical distributions
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The joint distribution of stock returns is not elliptical (English)
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