PORTFOLIO RETURN DISTRIBUTIONS: SAMPLE STATISTICS WITH STOCHASTIC CORRELATIONS (Q5249755)
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scientific article; zbMATH DE number 6435236
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PORTFOLIO RETURN DISTRIBUTIONS: SAMPLE STATISTICS WITH STOCHASTIC CORRELATIONS |
scientific article; zbMATH DE number 6435236 |
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PORTFOLIO RETURN DISTRIBUTIONS: SAMPLE STATISTICS WITH STOCHASTIC CORRELATIONS (English)
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11 May 2015
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correlation modeling
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nonstationarity
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market dynamics
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portfolio analysis
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stochastic models
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non-Gaussian distributions
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