Estymacja jądrowa w modelowaniu rozkładu stopy zwrotu

Rafał Czyżycki

Published : 2013-04-30

Vol. 47 No. 2 (2013)

Rate of Return Distribution Modeled by the Kernel Function

Rafał Czyżycki

Abstract

The rate of return is one of the most important concepts in the theory and practice of finance. It is often assumed that it is characterized by a normal distribution. This paper presents the possibility of using the kernel function in modeling the rate of return.(original abstract)

Keywords:

Rate of return, Density function, Stock rate of returns, Rate of return calculation, Estimation

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Czyżycki, R. (2013). Rate of Return Distribution Modeled by the Kernel Function. Zeszyty Naukowe Wyższej Szkoły Bankowej W Poznaniu, 47(2). Retrieved from https://journals.wsb.poznan.pl/index.php/znwsb/article/view/1221

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