Alternatives to the normal model of stock returns: Gaussian mixture, generalised logF and generalised hyperbolic models

By Andreas Behr, U. Pötter. 2009

70 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Global and Planetary Change

View Paper: https://www.semanticscholar.org/paper/d581bab0433d15af1ea2300b346151a188ee954e