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Diagnosing and treating the fat tails in financial returns data


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
Scopus Subject Areas:Social Sciences & Humanities > Finance
Social Sciences & Humanities > Economics and Econometrics
Language:English
Date:2000
Deposited On:30 Jul 2014 13:11
Last Modified:30 Jul 2020 14:08
Publisher:Elsevier
ISSN:0927-5398
OA Status:Closed
Publisher DOI:https://doi.org/10.1016/S0927-5398(00)00019-0
Official URL:http://www.sciencedirect.com/science/article/pii/S0927539800000190
Other Identification Number:merlin-id:4488

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