2009 Help me understand this report
Analytic Study and Numerical Method of the Skew Lognormal Cascade Distribution
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Cited by 6 publications
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“…I have been studying the so-called Lognormal Cascade Distribution (Lihn, 2008(Lihn, , 2009(Lihn, , 2010. This distribution can be derived as the aggregate log-return distribution of a market consisting a group of stocks (Lihn 2009).…”
Section: Introductionmentioning
confidence: 99%
“…I have been studying the so-called Lognormal Cascade Distribution (Lihn, 2008(Lihn, , 2009(Lihn, , 2010. This distribution can be derived as the aggregate log-return distribution of a market consisting a group of stocks (Lihn 2009).…”
Section: Introductionmentioning
confidence: 99%
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