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- W2117413452 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." @default.
- W2117413452 created "2016-06-24" @default.
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- W2117413452 date "1995-04-01" @default.
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- W2117413452 title "New evidence regarding the statistical properties of the FTA500 UK stock market index" @default.
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- W2117413452 doi "https://doi.org/10.1080/758529814" @default.
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