Risk Characteristic on Fat-tails of Return Distribution: An Evidence of the Korean Stock Market

Autor:	Cheoljun Eom
Rok vydání:	2020
Předmět:	Return distribution Principal component analysis Singular value decomposition Econometrics Economics Stock market Business management Random matrix
Zdroj:	The Institute of Management and Economy Research. 11:37-48
ISSN:	2384-3934 2233-5900
DOI:	10.32599/apjb.11.4.202012.37
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::b8386b63fbe6a7e09381a591115530a7 https://doi.org/10.32599/apjb.11.4.202012.37 Zobrazit plný text záznamu