On some properties of elliptical distributions

Fredrik Armerin ()
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Fredrik Armerin: Center for Banking and Finance, Postal: Royal Institute of Technology, Brinellvägen 1, 100 44 Stockholm, Sweden

No 17/1, Working Paper Series from Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance

Abstract: We look at a characterization of elliptical distributions in the case when finiteness of moments of the random vector is not assumed. Some additional results regarding elliptical distributions are also presented.

Keywords: Elliptical distributions; multivariate distributions (search for similar items in EconPapers)
JEL-codes: C10 (search for similar items in EconPapers)
Pages: 10 pages
Date: 2017-06-02
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