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Published in 2020 at "Mathematical Problems in Engineering"
DOI: 10.1155/2020/9763065
Abstract: In this study, we model the returns of a stock index using various parametric distribution models. There are four indices used in this study: HSCEI, KOSPI 200, S&P 500, and EURO STOXX 50. We applied…
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Keywords:
equity linked;
risk;
risk analysis;
parametric distributions ... See more keywords