Non-Gaussian Price Dynamics

Similar Items

• Model for non-Gaussian intraday stock returns
  by: Gerig, A
  Published: (2009)
• A Non-Gaussian Pricing Model for Structured Products
  by: Denis Zuev
  Published: (2017-09-01)
• Universal Behavior of Extreme Price Movements in Stock Markets
  by: Gerig, A
  Published: (2009)
• Modeling Price Dynamics and Risk Forecasting in Tehran Stock Exchange Market: Nonlinear and Non-gaussian Models of Stochastic Volatility
  by: Moslem Nilchi, et al.
  Published: (2023-07-01)
• Universal behavior of extreme price movements in stock markets.
  by: Miguel A Fuentes, et al.
  Published: (2009-01-01)