Taming the skew: higher-order moments in modeling asset price processes in finance
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
1997
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| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
5976 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 42 S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| indexdate | 2024-07-09T18:13:58Z |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Das, Sanjiv R. Verfasser (DE-588)130410004 aut Taming the skew higher-order moments in modeling asset price processes in finance Sanjiv Ranjan Das ; Rangarajan K. Sundaram Cambridge, Mass. 1997 42 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 5976 Ökonometrisches Modell Assets (Accounting) Prices Forecasting Econometric models Sundaram, Rangarajan K. Verfasser (DE-588)124926207 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 5976 (DE-604)BV002801238 5976 http://papers.nber.org/papers/w5976.pdf kostenfrei Volltext |
| spellingShingle | Das, Sanjiv R. Sundaram, Rangarajan K. Taming the skew higher-order moments in modeling asset price processes in finance National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Assets (Accounting) Prices Forecasting Econometric models |
| title | Taming the skew higher-order moments in modeling asset price processes in finance |
| title_auth | Taming the skew higher-order moments in modeling asset price processes in finance |
| title_exact_search | Taming the skew higher-order moments in modeling asset price processes in finance |
| title_full | Taming the skew higher-order moments in modeling asset price processes in finance Sanjiv Ranjan Das ; Rangarajan K. Sundaram |
| title_fullStr | Taming the skew higher-order moments in modeling asset price processes in finance Sanjiv Ranjan Das ; Rangarajan K. Sundaram |
| title_full_unstemmed | Taming the skew higher-order moments in modeling asset price processes in finance Sanjiv Ranjan Das ; Rangarajan K. Sundaram |
| title_short | Taming the skew |
| title_sort | taming the skew higher order moments in modeling asset price processes in finance |
| title_sub | higher-order moments in modeling asset price processes in finance |
| topic | Ökonometrisches Modell Assets (Accounting) Prices Forecasting Econometric models |
| topic_facet | Ökonometrisches Modell Assets (Accounting) Prices Forecasting Econometric models |
| url | http://papers.nber.org/papers/w5976.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT dassanjivr tamingtheskewhigherordermomentsinmodelingassetpriceprocessesinfinance AT sundaramrangarajank tamingtheskewhigherordermomentsinmodelingassetpriceprocessesinfinance |