Testing densities with financial data: an empirical comparison of the Edgeworth–Sargan density to the Student’s t

Author: Mauleon Ignacio   Perote Javier  

Publisher: Routledge Ltd

ISSN: 1466-4364

Source: The European Journal of Finance, Vol.6, Iss.2, 2000-06, pp. : 225-239

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Abstract