Financial Modeling Under Non-Gaussian Distributions

By Michael Rockinger, Ser Huang Poon, Eric Jondeau

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. I...

Financial Modeling Under Non-Gaussian Distributions

By Michael Rockinger, Eric Jondeau, Ser-Huang Poon, Eric Jondeau, Ser-Huang Poon, Michael Rockinger

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. I...

Financial Modeling Under Non-Gaussian Distributions

By Eric Jondeau, Eric Jondeau, Ser-Huang Poon, Michael Rockinger

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. I...

Financial Modeling Under Non-Gaussian Distributions (Springer Finance)

By Eric Jondeau, Eric Jondeau, Ser-Huang Poon, Michael Rockinger

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. I...

Financial Modeling Under Non-Gaussian Distributions

By Michael, Jondeau, Eric, Eric Jondeau, Poon, Ser-Huang, Rockinger

The Tail Behavior Of Stock Returns: Emerging Versus Mature Markets

By Eric Jondeau

Conditional Volatility, Skewness And Kurtosis : Existence And Persiste...

By Eric Jondeau

Testing For Differences In The Tails Of Stock-Market Returns

By Eric Jondeau

Portfolio Allocation In Transition Economies

By Eric Jondeau