Two stages fitting techniques using generalized lambda distribution: application on Malaysian financial return

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Two stages fitting techniques using generalized lambda distribution: application on Malaysian financial return

The underline distribution assumption used in the analysis of share market returns is crucial in risk management. An important aspect related to stock return modelling is to obtain accurate prediction. This paper presents an innovative fitting method called two stages (TS) method for modelling dai...

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Bibliographic Details
Main Authors:	Muhammad Fadhil Marsani, Ani Shabri
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2020
Online Access:	http://journalarticle.ukm.my/15408/ http://journalarticle.ukm.my/15408/1/21.pdf

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