Views on Non-normal markets

Views on non-Normal markets [11]

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Bullet points include: Some instrument types intrinsically skewed (e.g. high-grade bonds, options). Others (e.g. equities) still exhibit fat-tails that may be timescale dependent. E.g. Monthly, weekly and daily returns for major equity market indices (end June 1994 to end Dec 2007)

Bullet points include: Some instrument types intrinsically skewed (e.g. high-grade bonds, options). Others (e.g. equities) still exhibit fat-tails that may be timescale dependent. E.g. Monthly, weekly and daily returns for major equity market indices (end June 1994 to end Dec 2007)

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