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This paper proposes the asymmetric Pareto-Levy distribution as an alternative distribution model for actual stock returns, and attempts to measure its parameters in a way different from previous studies. In this study, we place special emphasis on the questions of how to select location and scale parameters and to Create probability distribution tables for the standardized asymmetric Pareto-Levy distribution. To explain estimated skewness of the sample stock returns, we depend on Monte Carlo experiments. This paper then suggests median absolute deviation(MeAD) as an alternative measure for the dispersion parameter. Finally, we create standardized probability distribution tables by generating characteristic components and skewness parameters from the original population of the asymmetric Pareto-Levy distribution.