Archived publication

Archived publication

To log or not to log: The distribution of asset returns

Aas, Kjersti

September 01, 2004

SAMBA

  • Areas: Finance, insurance and power market
  • Keywords: Arithmetic return, geometric return, normal distribution, lognormal distribution
  • Page(s): 11
  • Name and number of project: 220195
  • Title: To log or not to log: The distribution of asset returns
  • Author(s): Aas, Kjersti
  • Report number: SAMBA/03/04
  • Published date: September 01, 2004