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