The Model for Stocck Returns
碩士 === 國立東華大學 === 應用數學研究所 === 85 === It is commonly accepted that the distribution of returns on many financial assets is nonnormal. While in the economics and finance literature, stable distributions are almost exclusively associated with α-stable distribution. In Mittnik and Rachev (199...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1997
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| Online Access: | http://ndltd.ncl.edu.tw/handle/26539565013240519959 |