Empirical distribution of daily stock returns of selected developing and emerging markets with application to financial risk management (Q2673295)
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scientific article; zbMATH DE number 7538889
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| English | Empirical distribution of daily stock returns of selected developing and emerging markets with application to financial risk management |
scientific article; zbMATH DE number 7538889 |
Statements
Empirical distribution of daily stock returns of selected developing and emerging markets with application to financial risk management (English)
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9 June 2022
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daily returns
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generalized lambda distribution
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CVaR
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skewed generalized t-distribution
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fitting distribution
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