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Financial Economics, Fat-Tailed Distributions · Study

WorkFinancial Economics, Fat-Tailed Distributions

Unknown author2011

Work2011

Financial Economics, Fat-Tailed Distributions

Unknown author

40 citations·0/0 files stored·SpringerReference

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Probability and Risk Models Stochastic processes and financial applications Complex Systems and Time Series Analysis

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References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1965The Behavior of Stock-Market Prices 1999An Introduction to Copulas 2012The Econometrics of Financial Markets 1997The variation of certain speculative prices

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Year2011

Typeother

Published2011-08-29

VenueSpringerReference

Languageen

Citations40

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1007/springerreference_60376

openalex_workW1526265566

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