Unconditional and conditional distributional models for the Nikkei index

DOI10.1023/A:1010016831481zbMath1153.91721OpenAlexW1590098085MaRDI QIDQ1000455

Stefan Mittnik, Svetlozar T. Rachev, Marc S. Paolella

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010016831481

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Statistical methods; economic indices and measures (91B82) Distribution theory (60E99)

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