Asymmetry and fat-tails in financial time series

S. Laurent

    Research output: ThesisDoctoral ThesisExternal prepared

    394 Downloads (Pure)
    Original languageEnglish
    QualificationDoctor of Philosophy
    Awarding Institution
    • Maastricht University
    Supervisors/Advisors
    • Palm, Franz, Supervisor
    • Urbain, J.P., Co-Supervisor, External person
    Award date20 Jun 2002
    Place of PublicationMaastricht
    Publisher
    Publication statusPublished - 1 Jan 2002

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