New evidence regarding the statistical properties of the FTA500 UK stock market index

David Brookfield

Applied Economics Letters, 1995, vol. 2, issue 4, 110-112

Abstract: 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.

Date: 1995
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DOI: 10.1080/758529814

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