Czech Stock Market Analysis
The analysis of relative returns of selected stocks at Prague Stock Exchange has been performed. As a rule, the kurtosis of the return distribution was greater than that of the standard normal distribution. Second, Box-Jenkins ARIMA models have been employed for return time series modelling. Instead...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2016-04-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/483 |