Fitting asset returns to skewed distributions: Are the skew-normal and skew-student good models?
Eling, MartinVolume:
59
Langue:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2014.08.004
Date:
November, 2014
Fichier:
PDF, 1.61 MB
english, 2014