Empirical evidence on student-t log-returns of diversified world stock indices

Journal of Statistical Theory and Practice

Volumn 2, Issue 2, 2008, Pages 233-251

  Platen, Eckhard ^a  

^a UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

Author keywords

Diversified world stock index; Generalized hyperbolic distribution; Growth optimal portfolio; Likelihood ratio test; Log return distribution; Student t distribution

Indexed keywords

EID: 85008841369     PISSN: 15598608     EISSN: 15598616     Source Type: Journal    
DOI: 10.1080/15598608.2008.10411873     Document Type: Article

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