Scale Mixture Modeling and Shape Parameter Estimation of Security Returns: New Theories and Analyses
The purpose of this dissertation is to offer two complementary proposals to enhance our knowledge of security returns' behavior and analysis. The original assumption that this behavior is best described by a normal distribution underlies not only long-standing asset pricing models, but also com...
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| Format: | Others |
| Language: | English English |
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Florida State University
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| Online Access: | http://purl.flvc.org/fsu/fd/FSU_migr_etd-1471 |