Alternatives to the normal model of stock returns: Gaussian mixture, generalised logF and generalised hyperbolic models

Andreas Behr () and Ulrich Pötter ()

Annals of Finance, 2009, vol. 5, issue 1, 49-68

Keywords: Stock returns; Non-normality; Gaussian mixtures; Generalised hyperbolic distribution; Generalised logF distribution; G12; C16 (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s10436-007-0089-8

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