The behaviour of the distributions of stock returns: an analysis of the European market using the Pearson system of continuous probability distributions-Reference-Cited by-同舟云学术

The behaviour of the distributions of stock returns: an analysis of the European market using the Pearson system of continuous probability distributions

Published:2012-05-11 Issue:20 Volume:22 Page:1743-1752
ISSN:0960-3107
Container-title:Applied Financial Economics
language:en
Short-container-title:Applied Financial Economics

Author:

Pizzutilo F.¹

Affiliation:

1. a Dipartimento di studi aziendali e giusprivatistici , Università degli studi di Bari , Bari , Italy

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/09603107.2012.678979

Reference37 articles.

1. Another Look at Mutual Fund Performance

2. Mean Reversion and the Distribution of United Kingdom Stock Index Returns

3. A Data-Analytic Look at Skewness and Elongation in Common-Stock-Return Distributions

4. Alternatives to the normal model of stock returns: Gaussian mixture, generalised logF and generalised hyperbolic models

5. A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices

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