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Stable paretian versus student's t stock market hypothesis
Artun Alparslan
, Anthony Tessitore
, Nilufer Usmen
Accounting and Finance
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peer-review
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Keyphrases
Stock Market
100%
S&P 500
100%
Market Hypothesis
100%
Index Returns
66%
Decision Maker
33%
Bayesian Methods
33%
Probability Distribution
33%
Bayesian Decision Analysis
33%
Daily Changes
33%
Pearson Family of Distributions
33%
Pearson Distribution
33%
Stock Index
33%
Pearson Type IV
33%
Equity Returns
33%
Competing Models
33%
Economics, Econometrics and Finance
Bayesian
100%
Capital Market Returns
50%
Stock Index
50%