Two stages fitting techniques using generalized lambda distribution: application on Malaysian financial return
The underline distribution assumption used in the analysis of share market returns is crucial in risk management. An important aspect related to stock return modelling is to obtain accurate prediction. This paper presents an innovative fitting method called two stages (TS) method for modelling daily...
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| Main Authors: | , |
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| Format: | Article |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2020
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| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/91112/ http://dx.doi.org/10.17576/jsm-2020-4905-21 |
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| Institution: | Universiti Teknologi Malaysia |