Structural Breaks and the Normality of Stock Returns
Year of publication: |
2004
|
---|---|
Authors: | Bahng, Joshua Seungwook |
Published in: |
Swiss Journal of Economics and Statistics (SJES). - Schweizerische Gesellschaft für Volkswirtschaft und Statistik / Société Suisse d"Économie et de Statistique - SGVS/SSES, ISSN 0303-9692. - Vol. 140.2004, II, p. 207-227
|
Publisher: |
Schweizerische Gesellschaft für Volkswirtschaft und Statistik / Société Suisse d"Économie et de Statistique - SGVS/SSES |
Subject: | Structural Breaks | Mixture-of-Normals | Stock Return Distribution | Swiss Stock Market |
-
Time varying CAPM betas and banking sector risk
Caporale, Tony, (2012)
-
Liquidity-Induced Dynamics in Futures Markets
Fagan, Stephen, (2008)
-
Mendes, Beatriz Vaz de Melo, (2020)
- More ...
-
Structural breaks and the normality of stock returns
Bahng, Joshua Seungwook, (2004)
-
Do stock price indices respond asymmetrically? : Evidence from China, Japan, and South Korea
Bahng, Joshua Seungwook, (2003)
-
Bahng, Joshua Seungwook, (2009)
- More ...