Matches in SemOpenAlex for { <https://semopenalex.org/work/W78431059> ?p ?o ?g. }
Showing items 1 to 78 of
78
with 100 items per page.
- W78431059 endingPage "323" @default.
- W78431059 startingPage "323" @default.
- W78431059 abstract "This paper provides an empirical examination of the distribution of daily returns to the three London Stock Exchange indices, the FT-SE 100, Mid 250 and the 350, over the period 1986-92. Empirical densities are fitted to each of the return distributions before their shapes are explored by using Tukey's g- and h-distributions. The returns are characterized by highly non-Gaussian behaviour, being both skewed and extremely kurtotic, although the shapes of the distributions depend on whether data from 1986 and 1987 are included or not. Some implications for portfolio analysis are drawn." @default.
- W78431059 created "2016-06-24" @default.
- W78431059 creator A5034995797 @default.
- W78431059 date "1995-01-01" @default.
- W78431059 modified "2023-10-16" @default.
- W78431059 title "Modelling Skewness and Kurtosis in the London Stock Exchange FT-SE Index Return Distributions" @default.
- W78431059 cites W1995749838 @default.
- W78431059 cites W1999051897 @default.
- W78431059 cites W2016742584 @default.
- W78431059 cites W2059229600 @default.
- W78431059 cites W2124842111 @default.
- W78431059 cites W2132886090 @default.
- W78431059 cites W2161451116 @default.
- W78431059 cites W2319794630 @default.
- W78431059 doi "https://doi.org/10.2307/2348703" @default.
- W78431059 hasPublicationYear "1995" @default.
- W78431059 type Work @default.
- W78431059 sameAs 78431059 @default.
- W78431059 citedByCount "82" @default.
- W78431059 countsByYear W784310592012 @default.
- W78431059 countsByYear W784310592013 @default.
- W78431059 countsByYear W784310592014 @default.
- W78431059 countsByYear W784310592015 @default.
- W78431059 countsByYear W784310592016 @default.
- W78431059 countsByYear W784310592017 @default.
- W78431059 countsByYear W784310592018 @default.
- W78431059 countsByYear W784310592019 @default.
- W78431059 countsByYear W784310592020 @default.
- W78431059 countsByYear W784310592021 @default.
- W78431059 countsByYear W784310592022 @default.
- W78431059 countsByYear W784310592023 @default.
- W78431059 crossrefType "journal-article" @default.
- W78431059 hasAuthorship W78431059A5034995797 @default.
- W78431059 hasConcept C10138342 @default.
- W78431059 hasConcept C105795698 @default.
- W78431059 hasConcept C106159729 @default.
- W78431059 hasConcept C122342681 @default.
- W78431059 hasConcept C136764020 @default.
- W78431059 hasConcept C149782125 @default.
- W78431059 hasConcept C162324750 @default.
- W78431059 hasConcept C166963901 @default.
- W78431059 hasConcept C200870193 @default.
- W78431059 hasConcept C2777382242 @default.
- W78431059 hasConcept C33923547 @default.
- W78431059 hasConcept C41008148 @default.
- W78431059 hasConceptScore W78431059C10138342 @default.
- W78431059 hasConceptScore W78431059C105795698 @default.
- W78431059 hasConceptScore W78431059C106159729 @default.
- W78431059 hasConceptScore W78431059C122342681 @default.
- W78431059 hasConceptScore W78431059C136764020 @default.
- W78431059 hasConceptScore W78431059C149782125 @default.
- W78431059 hasConceptScore W78431059C162324750 @default.
- W78431059 hasConceptScore W78431059C166963901 @default.
- W78431059 hasConceptScore W78431059C200870193 @default.
- W78431059 hasConceptScore W78431059C2777382242 @default.
- W78431059 hasConceptScore W78431059C33923547 @default.
- W78431059 hasConceptScore W78431059C41008148 @default.
- W78431059 hasIssue "3" @default.
- W78431059 hasLocation W784310591 @default.
- W78431059 hasOpenAccess W78431059 @default.
- W78431059 hasPrimaryLocation W784310591 @default.
- W78431059 hasRelatedWork W2098199421 @default.
- W78431059 hasRelatedWork W2100749708 @default.
- W78431059 hasRelatedWork W2346360474 @default.
- W78431059 hasRelatedWork W242676990 @default.
- W78431059 hasRelatedWork W2470496058 @default.
- W78431059 hasRelatedWork W2586438398 @default.
- W78431059 hasRelatedWork W2989690378 @default.
- W78431059 hasRelatedWork W3085365890 @default.
- W78431059 hasRelatedWork W3125801873 @default.
- W78431059 hasRelatedWork W4302028150 @default.
- W78431059 hasVolume "44" @default.
- W78431059 isParatext "false" @default.
- W78431059 isRetracted "false" @default.
- W78431059 magId "78431059" @default.
- W78431059 workType "article" @default.