Financial Modeling Under Non-Gaussian Distributions
Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the bell-shaped curve, associated with the Gaussian or normal distribution. Indeed, the use of Gaussian models when the asset return distributions are not normal could lead to a wr...
| Main Authors: | , , |
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| Corporate Author: | |
| Language: | English |
| Published: |
London :
Springer London : Imprint: Springer,
2007.
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| Edition: | 1st ed. 2007. |
| Series: | Springer Finance,
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| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-1-84628-696-4 |