Probability density distributions of stock returns, market regimes, and financial risk measures
The probability density distribution of stock returns is crucial in financial modelling and the estimation of financial risk measures. Numerous papers have been devoted to finding the best-fit distributional specifications of stock returns but no consensus has been reached in answering the question...
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University of Bath
2018
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.767561 |