USF St. Petersburg campus Faculty Publications
Non-normal Asset Returns, Generalized Hyperbolic Distribution-based Monte Carlo Simulation, and Residual Risk
Document Type
Article
Publication Date
2015
Recommended Citation
Dong, H. (2015). Non-normal asset returns, generalized hyperbolic distribution-based Monte Carlo simulation, and residual risk. Econometrics., doi: 10.12966/e.06.01.2015.
Creative Commons License
This work is licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License.
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