Enhancing fitting distribution performance through the investigation of patterns in Malaysia extreme share returns
Fitting proper probability distribution while modeling share returns can improve risk management. This study used a concept of a trend to model extreme share returns called the two stages (TS) method in modeling the share returns. The proposed method is first carried out by determining the trend in...
| Published in: | AIP Conference Proceedings |
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| Main Author: | |
| Format: | Conference paper |
| Language: | English |
| Published: |
American Institute of Physics Inc.
2024
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| Online Access: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85182555234&doi=10.1063%2f5.0171657&partnerID=40&md5=42ff71ebaf3cca6eaa02761eacdd8915 |