Harris, Richard D. F.; Küçüközmen, C. Coskun - In: Journal of Business Finance & Accounting 28 (2001-06) 5-6, pp. 715-740
and monthly equity returns in the UK and US using two very flexible families of distributions that have been recently …, our preferred distributions for daily returns are the generalised-"t" for the US and the skewed-"t" for the UK, both of … which are members of the SGT family. For weekly returns, our preferred distributions are the student-"t" for the UK and the …