• Title of article

    Non-linear properties of conditional returns under scale mixtures

  • Author/Authors

    Stergios B. Fotopoulos، نويسنده , , Venkata K. Jandhyala، نويسنده , , Kim-Heng Chen، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    16
  • From page
    3041
  • To page
    3056
  • Keywords
    Financial returns and APT , Scale mixtures , Regression equation , Conditional variance
  • Journal title
    Computational Statistics and Data Analysis
  • Serial Year
    2007
  • Journal title
    Computational Statistics and Data Analysis
  • Record number

    145288

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145288