Skip to main navigation
Skip to search
Skip to main content
Aston Research Explorer Home
Help & FAQ
Home
Research units
Profiles
Research output
Datasets
Student theses
Activities
Press/Media
Prizes
Equipment
Search by expertise, name or affiliation
Breaking down the non-normality of daily stock returns
Michail Karoglou
Economics, Finance and Entrepreneurship
Aston Business School
Research output
:
Contribution to journal
›
Article
›
peer-review
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Breaking down the non-normality of daily stock returns'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Non-normality
100%
Daily Stock Return
100%
GARCH Effect
100%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
33%
Conditional Volatility
33%
Structural Change
33%
Normality
33%
OECD Countries
33%
Stock Market Volatility
33%
Stock Market Index
33%
Limited Capacity
33%
Stock Market Returns
33%
Excess Kurtosis
33%
Economics, Econometrics and Finance
Capital Market Returns
100%
Generalized Autoregressive Conditional Heteroskedasticity
100%
Volatility
66%
ARCH Model
33%
Structural Change
33%
Stock Index
33%
Organisation for Economic Co-Operation and Development
33%
Kurtosis
33%