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Decomposing the scale and shape dynamics of stock return distributions: A joint quantile model

Griffin, Jim E., Mitrodima, Gelly, Oberoi, Jaideep S (2015) Decomposing the scale and shape dynamics of stock return distributions: A joint quantile model. In: Quantitative Methods in Finance Conference, 15 - 18 Dec 2015, Sydney, Australia. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. (Contact us about this Publication)
Official URL
http://cfsites1.uts.edu.au/qfrc/news-events/events...
Item Type: Conference or workshop item (Paper)
Subjects: H Social Sciences > HG Finance
Divisions: Faculties > Sciences > School of Mathematics Statistics and Actuarial Science > Statistics
Faculties > Social Sciences > Kent Business School > Accounting and Finance
Depositing User: Jaideep S Oberoi
Date Deposited: 15 Dec 2018 14:59 UTC
Last Modified: 01 Aug 2019 10:44 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/71086 (The current URI for this page, for reference purposes)
Griffin, Jim E.: https://orcid.org/0000-0002-4828-7368
Oberoi, Jaideep S: https://orcid.org/0000-0002-1101-7612
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