Statistical distribution and time correlation of stock returns runs
Year of publication: |
2007
|
---|---|
Authors: | Li, Honggang ; Gao, Yan |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 377.2007, 1, p. 193-198
|
Publisher: |
Elsevier |
Subject: | Runs | Stock market | Statistical distribution | Time correlation |
-
Testing conditional asymmetry : a residual-based approach
Lambert, Philippe, (2012)
-
Testing the weak-form efficiency market hypothesis : evidence from Nigerian stock market
Gimba, Victor K., (2012)
-
Dynamics of randomness and efficiency in the Indian stock markets
Kumar, S. Sujeesh, (2018)
- More ...
-
Gao, Yan, (2011)
-
Gao, Yan, (2011)
-
A GDP fluctuation model based on interacting firms
Li, Honggang, (2008)
- More ...