Modelling of non-stationarity in extreme share returns
Financial risk control depends on the assumptions made about the distribution of share returns. A study on the behaviour of share market returns provides a practical solution for identifying the adequate statistical distribution assumption and accurate predictive interpretation. Most studies on mode...
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| Format: | Thesis |
| Language: | English |
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2021
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| Online Access: | http://eprints.utm.my/102423/1/MuhammadFadhilMarsaniPFS2021.pdf.pdf |