Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices

By Eckhard Platen, Renata Rendek. 2007

99 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/5ddb10a1826ae54493f8be375a00fc5f17f7cdd9