Capturing fat tails and modeling volatility of returns on Beirut Stock Exchange

Elie Bouri () and Charbel Salloum ()
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Charbel Salloum: CEREFIGE - Centre Européen de Recherche en Economie Financière et Gestion des Entreprises - UL - Université de Lorraine

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Keywords: Stock; exchange (search for similar items in EconPapers)
Date: 2012
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Published in The Arab Economic and Business Journal, 2012, 7 (1), pp.3-10

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01380857

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