Infinite Density at the Median and the Typical Shape of Stock Return Distributions
Year of publication: |
2011
|
---|---|
Authors: | Han, Chirok ; Cho, Jin Seo ; Phillips, Peter C B |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 29.2011, 2, p. 282-295
|
Saved in:
Saved in favorites
Similar items by person
-
LAD asymptotics under conditional heteroskedasticity with possibly infinite error densities
Cho, Jin Seo, (2010)
-
Infinite density at the median and the typical shape of stock return distributions
Han, Chirok, (2011)
-
Infinite density at the median and the typical shape of stock return distributions
Han, Chirok, (2009)
- More ...