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Financial Modeling Under Non-Gaussian Distributions
Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the bell-shaped curve, associated with the Gaussian or normal distribution. Indeed, the use of Gaussian models when the asset return distributions are not normal could lead to a wr...
| Cote: | Libro Electrónico |
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| Auteurs principaux: | , , |
| Collectivité auteur: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
London :
Springer London : Imprint: Springer,
2007.
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| Édition: | 1st ed. 2007. |
| Collection: | Springer Finance,
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| Sujets: | |
| Accès en ligne: | Texto Completo |