Timeline for Consensus on Cauchy distribution for stock prices
Current License: CC BY-SA 3.0
12 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Feb 12, 2021 at 5:21 | answer | added | Jesse Ammon | timeline score: 2 | |
| Dec 23, 2019 at 22:09 | comment | added | will | why would you expect stock returns to follow such a simple model? The world is far more complicated, to the point where it's impossible to exactly model returns. This is not a problem however - since you only need to model the aspect of the returns that you care about. Modelling anything is simply an interpolation scheme. Where you can interpolate situations inside the scope of the model, and anything else becomes an extrapolation. So, sure, you can probably model stock returns using a Cauchy distribution - but only where what you're looking at can be modelled using such a model. | |
| Dec 23, 2019 at 19:59 | answer | added | Thomas C. G. de Vilhena | timeline score: 1 | |
| Jan 22, 2017 at 1:14 | answer | added | Dave Harris | timeline score: 6 | |
| Aug 16, 2014 at 5:47 | answer | added | user11823 | timeline score: 2 | |
| Feb 21, 2014 at 17:00 | answer | added | Quartz | timeline score: 7 | |
| Nov 9, 2013 at 21:35 | answer | added | user6430 | timeline score: 1 | |
| Nov 7, 2013 at 16:55 | comment | added | user2763361 | skew t distribution? commonly applied in garch modelling for instance. | |
| Nov 7, 2013 at 15:01 | answer | added | htrahdis | timeline score: 1 | |
| Nov 7, 2013 at 0:56 | history | tweeted | twitter.com/#!/StackQuant/status/398252598312337408 | ||
| Nov 6, 2013 at 19:10 | answer | added | Bob Jansen♦ | timeline score: 4 | |
| Nov 6, 2013 at 18:19 | history | asked | rwolst | CC BY-SA 3.0 |