NEW EVIDENCE REGARDING THE STATISTICAL PROPERTIES OF THE FTA500 UK STOCK-MARKET INDEX

被引：3

作者：

BROOKFIELD, D

机构：

[1] Department of Economics and Accounting, University of Liverpool

来源：

APPLIED ECONOMICS LETTERS | 1995年 / 2卷 / 04期

关键词：

D O I：

10.1080/758529814

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

A well-known fact regarding the distributional properties of stock market returns is that they are fat-tailed. Evidence is provided in this paper of further interesting properties relating to a simple decomposition of returns.

引用

页码：110 / 112

页数：3

共 12 条

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