Work

Testing densities with financial data: an empirical comparison of the EdgeworthSargan density to the Students t

Year: 2000

Type: article

Source: European Journal of Finance

DOI: 10.1080/13518470050020851

Authors: Ignacio Mauleon, Javier Perote

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2163439031

FWCI: 3.84

Cites: 33

Cited by: 64

Related to: 10