On the variance of stock price distributions

DOI10.1016/0165-1765(90)90164-VzbMath1375.91244MaRDI QIDQ1676732

Marcello Braglia

Publication date: 9 November 2017

Published in: Economics Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Related Items (max. 100)

MULTIVARIATE STABLE FUTURES PRICES ⋮ Multivariate geometric stable distributions in financial applications. ⋮ Generalized convolutions on \(\mathbf R\) with applications to financial modeling

Cites Work

• Portfolio Analysis in a Stable Paretian Market

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