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Regional resilience and fat tails : a stochastic analysis of firm growth rate distributions of German regions
Duschl, Matthias
-
2014
dimension of regional resilience. Therefore, the flexible
Asymmetric
Exponential
Power
(AEP) density is fitted to firm data for …
Persistent link: https://www.econbiz.de/10011303754
Saved in:
2
A new Fama-French 5-factor model based on SSAEPD error and GARCH-type volatility
Zhou, Wentao
;
Li, Liuling
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 711-727
Persistent link: https://www.econbiz.de/10011657593
Saved in:
3
Analysis of the effect of index futures on stock market with a new Fama-French 3-factor model
Bei, Xinyue
;
Yang, Yanjia
;
Li, Liuling
;
Mizrach, Bruce …
- In:
Theoretical economics letters
4
(
2014
)
9
,
pp. 748-759
Persistent link: https://www.econbiz.de/10010531254
Saved in:
4
Testing the CAPM theory based on a new model for Fama-French 25 portfolio returns
Li, Liuling
;
Gan, Quan
;
Zhuo, Ziyue
;
Mizrach, Bruce Marshall
- In:
Theoretical economics letters
4
(
2014
)
8
,
pp. 666-680
Persistent link: https://www.econbiz.de/10010531308
Saved in:
5
Financial constraints and firm dynamics
Bottazzi, Giulio
;
Secchi, Angelo
;
Tamagni, Federico
- In:
Small business economics : an entrepreneurship journal
42
(
2014
)
1
,
pp. 99-116
Persistent link: https://www.econbiz.de/10010255581
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