Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
Year of publication: |
2008
|
---|---|
Authors: | Knight, John L. ; Satchell, Stephen |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 32.2008, 1, p. 35-46
|
Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Schätzung | Estimation | Einkommensverteilung | Income distribution | Kanada | Canada | Börsenkurs | Share price | Großbritannien | United Kingdom | USA | United States | 1973-1989 | 1964-1995 |
-
Knight, John B., (1999)
-
An empirical investigation of purchasing power parity and the dynamics of real exchange rates
Tayyem, Fayez Ahmad, (1991)
-
Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian, (2001)
- More ...
-
Linear factor models in finance
Knight, John L., (2005)
-
Knight, John L., (1999)
-
Statistical modelling of asymmetric risk in asset returns
Knight, John L., (1995)
- More ...