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Home > Working Papers > View by Author > Casper de Vries

Casper de Vries Working Papers

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#1989-006A "On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective"
by Dennis W. Jansen, and Casper de Vries


Numerous articles have investigated the distribution of share prices, and find that the yields are leptokurtic. There is still controversy about the amount of leptokurtosis, and hence about the most appropriate distribution to use in modeling returns. More...

PUBLISHED: Review of Economics and Statistics, February 1991, 73(1), pp. 18-24

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