"An empirical evaluation of fat-tailed distributions in modeling financial ..."

Mike K. P. So et al. (2008)

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DOI: 10.1016/J.MATCOM.2007.02.008

access: closed

type: Journal Article

metadata version: 2020-03-04

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Mike K. P. So, Cathy W. S. Chen, Jen-Yu Lee, Yi-Ping Chang:
An empirical evaluation of fat-tailed distributions in modeling financial time series. Math. Comput. Simul. 77(1): 96-108 (2008)

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