Financial Modeling Under Non-Gaussian Distributions文献.PDFVIP

Eric Jondeau, Ser-Huang Poon and Michael Rockinger Financial Modeling Under Non-Gaussian Distributions ^ S p r i rinser g« Content s Part I Financia l Market s an d Financia l Tim e Serie s 1 Introductio n 3 1.1 Financial market s and financial time series 3 1.2 Econometric modeling of asset return s 4 1.3 Applications