Subordinated Market Index Models: A Comparison

• 1 January 1997
• journal article
• Published by Springer Nature in Asia-Pacific Financial Markets
• Vol. 4  (2) , 97-124
• https://doi.org/10.1023/a:1009650313980

Abstract

Keywords

• WIENER PROCESS
• COMPARES VARIOUS
• PAPER COMPARES
• GOOD MODEL
• VARIOUS PROCESSES
• PROCESSES SUBORDINATED
• INDEXES TURNS
• LEPTOKURTIC CHARACTERISTICS