Work

Non-Gaussian distribution for stock returns and related stochastic differential equation

Year: 1996

Type: article

Source: Asia-Pacific Financial Markets

DOI: 10.1007/bf00868083

Author: Yuichi Nagahara

Institution: The Graduate University for Advanced Studies, SOKENDAI

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1968416343

FWCI:

Cites: 30

Cited by: 29

Related to: 10