The puzzle of financial market distribution
Year of publication: |
2014
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Authors: | Stádník, Bohumil |
Published in: |
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie. - Bratislava : Slovak Akad. Press, ISSN 0013-3035, ZDB-ID 715023-4. - Vol. 62.2014, 7, p. 709-727
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Subject: | Dynamic Financial Market Model | departures from normality | leptokurtic distribution of returns | sharpness | skewness | feedbacks on financial market | price inertia feedback | directional dependence | Markov chain | Finanzmarkt | Financial market | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Markov-Kette | Kapitalmarkttheorie | Financial economics | Portfolio-Management | Portfolio selection |
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