Testing densities with financial data: An empirical comparison of the EdgeworthSargan density to the Students t

  1. Mauleon, I.
  2. Perote, J.
Journal:
European Journal of Finance

ISSN: 1466-4364,  1351-847X

Year of publication: 2000

Volume: 6

Issue: 2

Pages: 225-239

Type: Article

DOI: 10.1080/13518470050020851 GOOGLE SCHOLAR
Data source: Scopus