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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 (Unpublished) (The full text of this publication is not currently available from this repository.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) (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)

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