Models for stock returns

DOI10.1080/14697680902855384zbMath1278.91191OpenAlexW2090028393MaRDI QIDQ2873015

Saralees Nadarajah

Publication date: 17 January 2014

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680902855384

zbMATH Keywords

beta functiongamma functionincomplete gamma functionnormal distributiongeneralized hypergeometric functionmodified Bessel functionKummer functionstock market returns

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Characterization and structure theory of statistical distributions (62E10)

Cites Work

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