Modeling and simulation of financial returns under non-Gaussian distributions
dc.contributor.author | Domenico, Federica De | |
dc.contributor.author | Montagna, Guido | |
dc.contributor.author | Nicrosini, Oreste | |
dc.date.accessioned | 2024-04-10T08:02:25Z | |
dc.date.available | 2024-04-10T08:02:25Z | |
dc.date.issued | 2023 | |
dc.identifier.issn | 0378-4371 | |
dc.identifier.uri | https://thuvienso.hoasen.edu.vn/handle/123456789/15081 | |
dc.description.tableofcontents | Physica A 622 (2023); P. 1-19 https://doi.org/10.1016/j.physa.2023.128886 | vi |
dc.language.iso | en_US | vi |
dc.publisher | Elsevier | vi |
dc.subject | Econophysics | vi |
dc.subject | Financial return | vi |
dc.subject | Heavy-tailed distributions | vi |
dc.subject | Stochastic processes | vi |
dc.title | Modeling and simulation of financial returns under non-Gaussian distributions | vi |
dc.type | Article | vi |
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