Return modelling in financial markets: A Survey

Aas, Kjersti

November 01, 2003

SAMBA

• Areas: Finance, Insurance and Power Market
• Keywords: Univariate and multivariate GARCH, univariate and multivariate skewed and heavy-tailed distributions
• Page(s): 88
• Name and number of project: 830105
• Title: Return modelling in financial markets: A Survey
• Author(s): Aas, Kjersti
• Report number: SAMBA/22/03
• Published date: November 01, 2003