Balaban, Ercan; Ouenniche, Jamal; Politou, Danae - In: Applied Economics Letters 12 (2005) 9, pp. 573-576
The aim of this paper is to provide empirical evidence on the statistical distributions of returns on 32 UK sector indices as well as the FTSE-All and the FTSE-100 indices. These data are modelled for several holding periods, ranging from one day to one quarter, using symmetric stable Paretian...
