Modeling distributions and correlations in financial market returns.

• Main Authors: Loh, Han Zhou., Low, Wei Xu., Seow, Angeline YanPing.
• Other Authors: Yao Shuntian
• Format: Final Year Project
• Language: English
• Published: 2010
• Subjects: DRNTU::Business::Finance::Stock exchanges
• Online Access: http://hdl.handle.net/10356/38721
• Institution: Nanyang Technological University

The widely held models of Efficient Market Hypothesis were often shown to have shortcomings in explaining real life stock market fluctuations. In this paper, a short history of distribution models used in financial markets was briefly summarized. A simple approach was used to determine correlations...