Melike Meterelliyoz

TOBB University of Economics and Technology - Department of Business Administration

Ankara

Turkey

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Scholarly Papers (1)

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Empirical Distributions of Daily Equity Index Returns: A Comparison

Expert Systems with Applications Vol. 54, 2016
Posted: 27 Jun 2015 Last Revised: 07 Sep 2017
Canan Gunes Corlu, Melike Meterelliyoz and Murat TiniƧ
Boston University - Metropolitan College (MET), TOBB University of Economics and Technology - Department of Business Administration and Kadir Has University

Abstract:

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Index returns, generalized lambda, Johnson translation system, skewed-t, normal inverse gaussian, g-and-h