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 (Unpublished) (The full text of this publication is not currently available from this repository.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) (KAR id:71086)
| 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. | |
| 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: |
Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science Divisions > Kent Business School - Division > Department of Accounting and Finance |
| Depositing User: | Jaideep Oberoi |
| Date Deposited: | 15 Dec 2018 14:59 UTC |
| Last Modified: | 17 Aug 2022 11:02 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/71086 (The current URI for this page, for reference purposes) |
University of Kent Author Information
Griffin, Jim E..
| Creator's ORCID: |
 https://orcid.org/0000-0002-4828-7368
|
|---|---|
| CReDIT Contributor Roles: |
Oberoi, Jaideep S.
| Creator's ORCID: |
https://orcid.org/0000-0002-1101-7612
|
|---|---|
| CReDIT Contributor Roles: |
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