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Department of Real Estate and Construction Management & Centre for Banking and Finance (cefin), Royal Institute of Technology Working Paper Series, Department of Real Estate and Construction Management & Centre for Banking and Finance (cefin), Royal Institute of Technology

No 17/1:
On some properties of elliptical distributions

Fredrik Armerin ()

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 presented.

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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