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ISSN 2575-6206
Original article
Vol. 10, Issue 2, 2026June 02, 2026 CDT

Beyond normality: comparative tail-risk analysis of S&P 500 returns

Charles Chen,
Tail riskExtreme Value TheoryValue at RiskExpected ShortfallHeavy tailsFinancial marketsRisk forecastingBacktestingVolatility modelingMarket regimes
Copyright Logoccby-nc-sa-4.0 • https://doi.org/10.64336/001c.162826
Journal of High School Science
Chen, Charles. 2026. “Beyond Normality: Comparative Tail-Risk Analysis of S&P 500 Returns.” Journal of High School Science 10 (2): 355–73. https://doi.org/10.64336/001c.162826.
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