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Modelling skewness and kurtosis in the London Stock Exchange FT-SE index return distributions
[size=-1]TC Mills - The Statistician, 1995 - JSTOR
SUMMARY This paper provides an empirical examination of the distribution of daily returns to
the three London Stock Exchange indices, the FT-SE 100, Mid 250 and the 350, over the period
1986-92. Empirical densities are fitted to each of the return distributions before their ...
被引用次数：52 - 相关文章 - 所有 4 个版本

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Modelling skewness and kurtosis in the London Stock Exchange FT-SE index return distributions