activity
20212024
most citedA Study of UK Household Wealth through Empirical Analysis and a Non-linear Kesten Process

2 citations · 2 across the 4 of their papers we have counts for

collaborators
Showing q-fin.STShow all

1 paper · 1 filter

q-fin.ST2024

The -generalised Distribution for Stock Returns

Samuel Forbes

Empirical evidence shows stock returns are often heavy-tailed rather than normally distributed. The -generalised distribution, originated in the context of statistical physics b…