"Non-linear properties of conditional returns under scale mixtures."

Stergios B. Fotopoulos, Venkata K. Jandhyala, Kim-Heng Chen (2007)

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DOI: 10.1016/J.CSDA.2006.02.001

access: closed

type: Journal Article

metadata version: 2025-03-03

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Stergios B. Fotopoulos, Venkata K. Jandhyala, Kim-Heng Chen:
Non-linear properties of conditional returns under scale mixtures. Comput. Stat. Data Anal. 51(6): 3041-3056 (2007)

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