Scandinavian Working Papers in Economics

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

No 17/1: On some properties of elliptical distributions

Fredrik Armerin ()
Additional contact information
Fredrik Armerin: Center for Banking and Finance, Postal: Royal Institute of Technology, Brinellvägen 1, 100 44 Stockholm, Sweden

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

JEL-codes: C10

10 pages, June 2, 2017

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