Rachev, Svetlozar T., Mittnik, Stefan
Description
The authors reconsider the problem of parametrically specifying distribution suitable for asset-return models. They describe alternative distributions
...
, showing how they can be estimated and applied to stock-index and exchange-rate data. The implications for options pricing are also investigated.
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Genres
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Tags
ASSETS (ACCOUNTING)
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Publishing Info
Publisher
Wiley
Month-Year
Jun, 2000
ISBN
ISBN-13: 9780471953142
ISBN-10: 0471953148
Language
English
No. of Pages
896
Format
Hardcover
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