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fat tails; non-gaussianity; risk evaluation; G-bounds; CLT; The convergence to the normal distribution; weak-form market efficiency (WFE)
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Taking into account the rate of convergence in CLT under Risk evaluation on financial markets
Levon Kazaryan
Gregory Kantorovich
fat tails
non-gaussianity
risk evaluation
G-bounds
CLT
The convergence to the normal distribution
weak-form market efficiency (WFE)
Cogent Economics & Finance, 2017. doi:10.1080/23322039.2017.1302870
Cogent
Journal
Cogent Economics & Finance
© 2017 The Author(s). This open access article is distributed under a Creative Commons Attribution (CC-BY) 4.0 license
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