Stable Paretian Models in Finance PDF Download

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Stable Paretian Models in Finance

Stable Paretian Models in Finance PDF Author: Svetlozar T. Rachev
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 886

Book Description
This text is a comprehensive treatment of the Asset Pricing Theory, based on the assumption that returns are distributed non-normally. More general models are also considered and the corresponding formulae are derived, and it describes estimation techniques and presents empirical applications.
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