Examine generalized lambda distribution fitting performance: An application to extreme share return in Malaysia
Understand the extreme volatility in the market is important for the investor to make a correct prediction. This paper evaluated the performance of generalized lambda distribution (GLD) by comparing with the popular probability distribution namely generalized extreme value (GEV), Generalized logisti...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit UTM Press
2017
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| Subjects: | |
| Online Access: | http://eprints.utm.my/81294/1/MuhammadFadhilMarsani2017_ExamineGeneralizedLambdaDistributionFittingPerformance.pdf |