Enhancing fitting distribution performance through the investigation of patterns in Malaysia extreme share returns

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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...

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Bibliographic Details
Published in:	AIP Conference Proceedings
Main Author:	Marsani M.F.; Mohd Kasihmuddin M.S.; Badyalina B.; Kerk L.C.; Hassim N.H.; Mokhtar N.A.; Palaniappan S.
Format:	Conference paper
Language:	English
Published:	American Institute of Physics Inc. 2024
Online Access:	https://www.scopus.com/inward/record.uri?eid=2-s2.0-85182555234&doi=10.1063%2f5.0171657&partnerID=40&md5=42ff71ebaf3cca6eaa02761eacdd8915

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