The distribution of extreme share return in different Malaysian economic circumstances
This paper presents a study on the performance of probability distribution in various financial periods by investigating the effect of economic cycle on extreme stock return activity. Malaysian stock price KLCI data from 1994-2008 were split into three economy periods corresponding to the growth, fi...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit UTM Press
2020
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| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/85571/1/AniShabri2020_TheDistributionofExtremeShareReturn.pdf http://eprints.utm.my/id/eprint/85571/ https://mjfas.utm.my/index.php/mjfas/article/view/1356 |
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