Threshold asymmetries in equity return distributions : statistical tests and investment implications
Year of publication: |
2012
|
---|---|
Authors: | Yoldas, Emre |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 16.2012, 5, p. 1-35
|
Subject: | Kapitaleinkommen | Capital income | Statistischer Test | Statistical test | Statistische Verteilung | Statistical distribution | Theorie | Theory | Investition | Investment | Börsenkurs | Share price |
Extent: | graph. Darst. |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.1515/1558-3708.1799 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Threshold Asymmetries in Equity Return Distributions : Statistical Tests and Investment Implications
Yoldas, Emre, (2011)
-
Construction and backtesting of a multi-factor stress-scenario for the stock market
Boldyrev, Kirill, (2015)
-
A hypothesis test method for detecting multifractal scaling, applied to Bitcoin prices
Jiang, Chuxuan, (2020)
- More ...
-
Optimality of the RiskMetrics VaR model
González-Rivera, Gloria, (2007)
-
Autocontours : dynamic specification testing
González-Rivera, Gloria, (2011)
-
What does financial volatility tell us about macroeconomic fluctuations?
Senyuz, Zeynep, (2012)
- More ...