Paper Title:
Application of Nonparametric Kernel Density Estimation in Hongkong Stock Market
  Abstract

A new method, non-parametric kernel density, is used to research the distribution function of HangSeng index returns. The new method can not only depict the character of peak and fat tails of stock returns, but also capture the market risk better than normal distribution. Further more, more accurate conclusions are concluded.

  Info
Periodical
Edited by
Qi Luo
Pages
209-214
DOI
10.4028/www.scientific.net/AMM.55-57.209
Citation
Y. L. Wang, J. Wang, "Application of Nonparametric Kernel Density Estimation in Hongkong Stock Market", Applied Mechanics and Materials, Vols. 55-57, pp. 209-214, 2011
Online since
May 2011
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Price
$35.00
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