Empirical distribution of daily stock returns of selected developing and emerging markets with application to financial risk management
Juraj Pekár, Mário Pčolár
| Year of publication: |
2022
|
|---|---|
| Authors: | Pekár, Juraj ; Pčolár, Mário |
| Subject: | CVaR | Daily returns | Fitting distribution | Generalized lambda distribution | Skewed generalized t-distribution | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies | Börsenkurs | Share price | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10100-021-00771-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013185423