Probability Distributions for Modeling Stock Market Returns—An Empirical Inquiry

Investing in stocks and shares is a common strategy to pursue potential gains while considering future financial needs, such as retirement and children’s education. Effectively managing investment risk requires thoroughly analyzing stock market returns and making informed predictions. Traditional mo...

詳細記述

書誌詳細

出版年:	International Journal of Financial Studies
主要な著者:	Jayanta K. Pokharel, Gokarna Aryal, Netra Khanal, Chris P. Tsokos
フォーマット:	論文
言語:	英語
出版事項:	MDPI AG 2024-05-01
主題:	asymmetric Laplace distribution capital market exceedance probability Gaussian distribution log-likelihood Nelder–Mead optimization
オンライン･アクセス:	https://www.mdpi.com/2227-7072/12/2/43