A Comparative Goodness-of-fit Analysis of Distributions of Some Levy Processes and Heston Model to Stock Index Returns

Ahmet Goncu, Mehmet Karahan and Tolga Kuzubas

No 2014/07, Working Papers from Bogazici University, Department of Economics

Date: 2014-07
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Journal Article: A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns (2016)
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