Title :
Scale Mixture Modeling and Shape Parameter Estimation of Security Returns: New Theories and Analyses
Author :
Kai Sheng Song استاد مشاور , Pamela K. Coats استاد مشاور , David R. Peterson استاد راهنما
University :
Florida State University Electronic Theses Fus Browse
Major :
PhD )Finance, Department of(
Keyword :
shape parameter estimation , scale mixture modeling , Maximum likelihood estimation