Megh Shah

Orpheus Capitals

Quantitative Analyst

2305, 39 Lonsdale Street

Melbourne, Victoria 3000

Australia

http://www.orpheus.asia

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Scholarly Papers (1)

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Temporal Changes in Shiller's Exuberance Data

Number of pages: 12 Posted: 04 Feb 2011 Last Revised: 29 Nov 2017
Mukul Pal, Adrian Mitroi and Megh Shah
AlphaBlock, Bucharest Academy of Economic Studies and Orpheus Capitals
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Citation 1

Abstract:

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Stock market volatility, Temporal Changes, Non Normal Distributions