Using Nonnormal Distributions to Analyze the Relationship Between Stock Returns in Japan and the US
Yuichi Nagahara ()
Asia-Pacific Financial Markets, 2011, vol. 18, issue 4, pages 429-443
Keywords: Financial risk management; Pearson distribution system; Skewness and Kurtosis (search for similar items in EconPapers)
References: View references in EconPapers View complete reference list from CitEc
Citations Track citations by RSS feed
Downloads: (external link)
Access to full text is restricted to subscribers.
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: http://EconPapers.repec.org/RePEc:kap:apfinm:v:18:y:2011:i:4:p:429-443
Access Statistics for this article
Asia-Pacific Financial Markets is edited by Ryozo Miura
More articles in Asia-Pacific Financial Markets from Springer
Series data maintained by Guenther Eichhorn ().