Return interval, dependence structure, and multivariate normality

Keyphrases

• Dependence Structure 100%
• Multivariate Normality 100%
• Return Interval 100%
• Multivariate Distribution 50%
• Stock Index Returns 25%
• Return Distribution 25%
• Daily Returns 25%
• Return Series 25%
• Long-tailedness 25%
• Asymptotic Dependence 25%
• Index Returns 25%
• Normality 25%

Economics, Econometrics and Finance

• Stock Index 100%