THE VARIANCE GAMMA (VG) MODEL FOR SHARE MARKET RETURNS

被引：773

作者：

MADAN, DB ^{[1
]}

SENETA, E ^{[1
]}

机构：

[1] UNIV SYDNEY, SYDNEY, NSW 2006, AUSTRALIA

来源：

JOURNAL OF BUSINESS | 1990年 / 63卷 / 04期

关键词：

D O I：

10.1086/296519

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：511 / 524

页数：14

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