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Contribution Details

Type Journal Article
Scope Contributions to practice
Title Diagnosing and treating the fat tails in financial returns data
Organization Unit
Authors
  • Stefan Mittnik
  • Marc Paolella
  • Svetlozar T Rachev
Item Subtype Original Work
Refereed Yes
Status Published in final form
Language
  • English
Journal Title Journal of Empirical Finance
Publisher Elsevier
Geographical Reach international
ISSN 0927-5398
Volume 7
Number 3-4
Page Range 389 - 416
Date 2000
Official URL http://www.sciencedirect.com/science/article/pii/S0927539800000190
Digital Object Identifier 10.1016/S0927-5398(00)00019-0
Other Identification Number merlin-id:4488
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