Heavy tails and asymmetry of returns in the Russian stock market
Andrei Ankudinov, Rustam Ibragimov, Oleg Lebedev
| Year of publication: |
September 2017
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|---|---|
| Authors: | Ankudinov, Andrej B. ; Ibragimov, Rustam Ju. ; Lebedev, Oleg V. |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 32.2017, p. 200-219
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| Subject: | Heavy tails | Emerging markets | Russian economy | Asymmetry of returns | Determinants of heavy-tailedness | Log-log rank-size regression | Russland | Russia | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2017.08.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011803274