Infinite Density at the Median and the Typical Shape of Stock Return Distributions (Q5392707)

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scientific article; zbMATH DE number 5877717
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Infinite Density at the Median and the Typical Shape of Stock Return Distributions
scientific article; zbMATH DE number 5877717

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    Infinite Density at the Median and the Typical Shape of Stock Return Distributions (English)
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    13 April 2011
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    asymptotic leptokurtosis
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    infinite density at the median
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    kernel density estimation
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    least absolute deviations
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    stylized facts
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