Work

Empirical Comparisons of Distributional Models for Stock Index Returns

Year: 1990

Type: article

Source: Journal of Business Finance &amp Accounting

DOI: 10.1111/j.1468-5957.1990.tb01197.x

Authors: J. Brian Gray, Dan W. French

Institution: Texas Christian University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2011817175

FWCI: 0.913

Cites: 18

Cited by: 90

Related to: 10