Abstract
In this chapter in a line with the traditional approach we make some empirical observations on the variational characteristics of financial return series. Such empirical features of variations can be used in asset allocation at least in the following ways.
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© 1993 Springer Science+Business Media Dordrecht
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Kariya, T. (1993). Empirical Features of Financial Returns. In: Quantitative Methods for Portfolio Analysis. Theory and Decision Library, vol 23. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-1721-0_2
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DOI: https://doi.org/10.1007/978-94-011-1721-0_2
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-4754-8
Online ISBN: 978-94-011-1721-0
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