Exact Prediction of S&P 500 Returns
نویسندگان
چکیده
منابع مشابه
The Distribution of S&P 500 Index Returns
This paper examines the fit of three different statistical distributions to the returns of the S&P 500 Index from 1950-2005. The normal distribution is a poor fit to the daily percentage returns of the S&P 500. The lognormal distribution is a poor fit to single period continuously compounded returns for the S&P 500, which means that future prices are not lognormally distributed. However, sums o...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2007
ISSN: 1556-5068
DOI: 10.2139/ssrn.1045281