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Details for article 1 of 9 found articles
| Title: |
Analysing functional forms of stock returns |
| Author: |
Hirschberg, Joseph Mazumdar, Sumon Slottje, Daniel Zhang, Guangping |
| Appeared in: |
Applied financial economics |
| Paging: | Volume 2 (1992) nr. 4 pages 221-227 |
| Year: |
1992-12 |
| Contents: |
An a priori test developed by Elderton (1938) is used to examine the distributions of stock returns. The test is known as the kappa criterion (κ-criterion). There have been many functional forms of statistical distributions used to approximate stock return graduations over the past few years. The most prevalent class of distributions analysed have been from the Pearsonian family. The methodology presented is pre-test. The κ-criterion should be used as a way to initially limit the class of stock return distributions under consideration. The κ-criterion should not, and was not intended to be used as a definitive test of functional form choice. |
| Publisher: |
Routledge |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 1 of 9 found articles
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