The κ-generalised Distribution for Stock Returns

By Samuel Forbes

Published 2024-05-16

Everscope rating

1600.5

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Maximum Likelihood Estimation. Problem types: Distribution Fitting, Statistical Analysis.

arXiv:2405.09929 · Code · Paper rankings

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