Essays about: "qq plot"
Found 1 essay containing the words qq plot.
1. A Multi-Factor Stock Market Model with Regime-Switches, Student's T Margins, and Copula DependenciesUniversity essay from Linköpings universitet/Produktionsekonomi; Linköpings universitet/Produktionsekonomi
Abstract : Investors constantly seek information that provides an edge over the market. One of the conventional methods is to find factors which can predict asset returns. In this study we improve the Fama and French Five-Factor model with Regime-Switches, student's t distributions and copula dependencies. READ MORE