Stock returns and hyperbolic distributions

Mathematical and Computer Modelling

Volumn 29, Issue 10-12, 1999, Pages 1-15

  Kuchler U ^a   Neumann, K ^a   Sorensen M ^b   Streller, A ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

^b UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Diffusion processes; Distributional shape; German stock market; Hyperbolic distributions; Stock returns

Indexed keywords

EID: 0033133962     PISSN: 08957177     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0895-7177(99)00088-6     Document Type: Article

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