Modeling distributions and correlations in financial market returns.
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...
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Main Authors: | Loh, Han Zhou., Low, Wei Xu., Seow, Angeline YanPing. |
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其他作者: | Yao Shuntian |
格式: | Final Year Project |
語言: | English |
出版: |
2010
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主題: | |
在線閱讀: | http://hdl.handle.net/10356/38721 |
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