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      Modeling stock return distributions with a quantum harmonic oscillator

      Author(s): ,   , , ,
      Publication date (Electronic):
      Journal: EPL (Europhysics Letters)
      Publisher: IOP Publishing

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          The Variance Gamma (V.G.) Model for Share Market Returns

          Dilip B. Madan, Eugene Seneta (1990)
          Article 0 comments Cited 96 times – based on 0 reviews     Review now
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            Bubbles and Crashes

            Dilip Abreu, Markus K. Brunnermeier (2003)
            Article 0 comments Cited 89 times – based on 0 reviews     Review now
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              What good is a volatility model?

              R.F. Engle, A.J. Patton (2001)
              Article 0 comments Cited 48 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: EPL (Europhysics Letters)
                Abbreviated Title: EPL
                Publisher: IOP Publishing
                ISSN (Print): 0295-5075
                ISSN (Electronic): 1286-4854
                Publication date Created: November 01 2017
                Publication date (Print): November 01 2017
                Publication date (Electronic): January 29 2018
                Volume: 120
                Issue: 3
                Page: 38003
                Article
                DOI: 10.1209/0295-5075/120/38003
                SO-VID: 98ad7031-36cd-4f2a-97e8-f175e3f4b39b
                Copyright © © 2018
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                http://iopscience.iop.org/info/page/text-and-data-mining

                http://iopscience.iop.org/page/copyright

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