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postgraduate thesis: Modelling the fat tail distribution of security market returns
Title | Modelling the fat tail distribution of security market returns |
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Authors | |
Issue Date | 1989 |
Publisher | The University of Hong Kong (Pokfulam, Hong Kong) |
Citation | Choi, C. [蔡進晨]. (1989). Modelling the fat tail distribution of security market returns. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3197577 |
Degree | Master of Social Sciences |
Subject | Stock exchanges - China - Hong Kong - Statistical methods. Distribution (Probability theory). Stock exchanges - Statistical methods. |
Dept/Program | Statistics |
Persistent Identifier | http://hdl.handle.net/10722/29481 |
HKU Library Item ID | b3197577 |
DC Field | Value | Language |
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dc.contributor.author | Choi, Chun-sun. | - |
dc.contributor.author | 蔡進晨. | - |
dc.date.issued | 1989 | - |
dc.identifier.citation | Choi, C. [蔡進晨]. (1989). Modelling the fat tail distribution of security market returns. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3197577 | - |
dc.identifier.uri | http://hdl.handle.net/10722/29481 | - |
dc.language | eng | - |
dc.publisher | The University of Hong Kong (Pokfulam, Hong Kong) | - |
dc.relation.ispartof | HKU Theses Online (HKUTO) | - |
dc.rights | The author retains all proprietary rights, (such as patent rights) and the right to use in future works. | - |
dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
dc.source.uri | http://hub.hku.hk/bib/B3197577X | - |
dc.subject.lcsh | Stock exchanges - China - Hong Kong - Statistical methods. | - |
dc.subject.lcsh | Distribution (Probability theory). | - |
dc.subject.lcsh | Stock exchanges - Statistical methods. | - |
dc.title | Modelling the fat tail distribution of security market returns | - |
dc.type | PG_Thesis | - |
dc.identifier.hkul | b3197577 | - |
dc.description.thesisname | Master of Social Sciences | - |
dc.description.thesislevel | Master | - |
dc.description.thesisdiscipline | Statistics | - |
dc.description.nature | published_or_final_version | - |
dc.identifier.doi | 10.5353/th_b3197577 | - |
dc.date.hkucongregation | 1989 | - |
dc.identifier.mmsid | 991015476779703414 | - |