Working Paper Series, Department of Real Estate and Construction Management & Centre for Banking and Finance (cefin), Royal Institute of Technology
On some properties of elliptical distributions
Abstract: We look at a characterization of elliptical distributions
in the case when finiteness of moments of the random vector is not assumed.
Some additional results regarding elliptical distributions are also
Keywords: Elliptical distributions; multivariate distributions; (follow links to similar papers)
JEL-Codes: C10; (follow links to similar papers)
10 pages, June 2, 2017
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