What do we know about the second moment of financial markets?
Year of publication: |
2021
|
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Authors: | Grobys, Klaus |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 78.2021, p. 1-12
|
Subject: | Finance | Pareto distributions | Power laws | Second moment | Variance | Variance of variance | Theorie | Theory | Statistische Verteilung | Statistical distribution | Varianzanalyse | Analysis of variance | Finanzmarkt | Financial market |
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