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

Mario Faliva

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationStudi in onore di Angelo Zanella
Pages253-260
Number of pages8
Publication statusPublished - 2002

Keywords

  • Hermit polynomials
  • Kurtosis

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