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Hi Sankel Patel and Ross, Thanks for the quick respons. As i mentioned I'm new at this, and although I've heard before that the tails usually are fatter, I don't really know how to model it. I.e. what should one do/think of when modeling returns? t-distribution sounds interesting. Is...

Hi everybody! I was wondering if anyone could give me some helping pointers with something. I'm trying to find the most suitable model for a single asset's stock returns, using Matlab and historical data. However when I use normplot on the data, one of the tails is rather fat, and I can...