Polynomial adjusted Student-t densities for modeling asset returns

  1. León, Á.
  2. Ñíguez, T.-M.
Journal:
European Journal of Finance

ISSN: 1466-4364,  1351-847X

Year of publication: 2022

Volume: 28

Issue: 9

Pages: 907-929

Type: Article

DOI: 10.1080/1351847X.2021.1985561 GOOGLE SCHOLAR lock_openOpen access editor

Sustainable development goals

Data source: Scopus