Modelling financial return distributions: a neat solution for moderately leptokurtic data

Mario Faliva

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Original language	English
Title of host publication	Studi in onore di Angelo Zanella
Pages	253-260
Number of pages	8
Publication status	Published - 2002
Externally published	Yes

Keywords

@inbook{cff464e899f2400fa30e02f7bb080056,

title = "Modelling financial return distributions: a neat solution for moderately leptokurtic data",

keywords = "Hermit polynomials, Kurtosis, Hermit polynomials, Kurtosis",

author = "Mario Faliva",

year = "2002",

language = "English",

pages = "253--260",

booktitle = "Studi in onore di Angelo Zanella",

}