On the Distributional Characterization of Daily Log‐Returns of a World Stock Index (Q5489325)
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scientific article; zbMATH DE number 5057350
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Distributional Characterization of Daily Log‐Returns of a World Stock Index |
scientific article; zbMATH DE number 5057350 |
Statements
On the Distributional Characterization of Daily Log‐Returns of a World Stock Index (English)
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25 September 2006
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world stock index
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log-return distribution
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student
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distribution
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symmetric generalized hyperbolic distribution
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