Paolella, Marc; Mittnik, Stefan; Rachev, S (2000). Diagnosing and treating the fat tails in financial returns data. Journal of Empirical Finance, 7(3-4):389-416.
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| Item Type: | Journal Article, refereed, original work |
|---|---|
| Communities & Collections: | 03 Faculty of Economics > Department of Banking and Finance |
| Dewey Decimal Classification: | 330 Economics |
| Language: | English |
| Date: | 2000 |
| Deposited On: | 30 Jul 2014 13:11 |
| Last Modified: | 24 Sep 2019 20:26 |
| Publisher: | Elsevier |
| ISSN: | 0927-5398 |
| OA Status: | Closed |
| Official URL: | http://www.sciencedirect.com/science/article/pii/S0927539800000190 |
| Other Identification Number: | merlin-id:4488 |
Paolella, Marc