Alternatives to the normal model of stock returns: Gaussian mixture, generalised logF and generalised hyperbolic models
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Volume (Year): 5 (2009)
Issue (Month): 1 (January)
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- A. Dragulescu & V. M. Yakovenko, 2002. "Probability distribution of returns in the Heston model with stochastic volatility," Computing in Economics and Finance 2002 127, Society for Computational Economics.
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