Analysis of the Empirical Distribution of Daily Returns of DJIA Index and Possibilities of Using Selected Distributions
Vyhodnotenie správnosti zhody vybraných distribúcií pre jednotlivé finančné údaje reprezentované rôznymi časovými obdobiami. Vhodnosť prispôsobenia vybraných distribúcií pre potreby modelovania denných výnosov DJIA indexu. Studentovo rozdelenie, Laplaceovo rozdelenie, logistické rozdelenie, Cauchyho...
Guardado en:
| Autor principal: | |
|---|---|
| Otros Autores: | |
| Formato: | Capítulo de libro |
| Lenguaje: | inglés |
| Materias: | |
| Etiquetas: |
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares: Analysis of the Empirical Distribution of Daily Returns of DJIA Index and Possibilities of Using Selected Distributions
- Empirical Distribution of Daily Stock Returns of Selected Developing and Emerging Markets with Application to Financial Risk Management
- Probability Distribution of DJIA Stock Market Index in the Post-Crisis Period
- Inflation and Income Distribution Further Evidence on Empirical Links
- Analysis, proposals and the possibilities of channels improvement of the distribution in small enterprises
- Political Party Negotiations, Income Distribution, and Endogenous Growth
- Wasserstein metrics and empirical distributions in stability of stochastic programs