A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns

Ahmet Göncü, Mehmet Oğuz Karahan, Tolga Umut Kuzubaş*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

12 Citations (Scopus)

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Economics, Econometrics and Finance