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Browsing by Subject "Normal inverse Gaussian"

Browsing by Subject "Normal inverse Gaussian"

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  • Corlu, Canan G.; Meterelliyoz, Melike; Tinic, Murat (Pergamon-Elsevier Science Ltd, 2016)
    The normality assumption concerning the distribution of equity returns has long been challenged both empirically and theoretically. Alternative distributions have been proposed to better capture the characteristics of ...