Empirical asset return distributions : is chaos the culprit?
Year of publication: |
2004
|
---|---|
Authors: | Muckley, Cal |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 11.2004, 2, p. 81-86
|
Subject: | Kapitaleinkommen | Capital income | Chaostheorie | Chaos theory | Statistische Verteilung | Statistical distribution |
-
Optimal speed nonparametric density estimation for one-dimensional dynamical systems
Lardjane, Salim, (2002)
-
Speculative bubbles and fat-tail phenomena in a heterogeneous agent model
Kaizoji, Taisei, (2004)
-
Chaotic price instability implies benfit for consumers
Matsumoto, Akio, (2004)
- More ...
-
Ryan, Paul, (2014)
-
Do auctions induce a winner's curse? New evidence from real estate auctions
Branigan, Clare, (2012)
-
An emerging equilibrium in the EU emissions trading scheme
Bredin, Don, (2011)
- More ...