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The Distribution of Returns
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1
A note on return distribution of UK stock indices
Balaban, Ercan
;
Ouenniche, Jamal
;
Politou, Danae
- In:
Applied economics letters
12
(
2005
)
9
,
pp. 573-576
Persistent link: https://www.econbiz.de/10003015769
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2
Zipf's law and world income distribution
Furceri, Davide
- In:
Applied economics letters
15
(
2008
)
10/12
,
pp. 921-923
Persistent link: https://www.econbiz.de/10003785858
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3
Empirical asset return distributions : is chaos the culprit?
Muckley, Cal
- In:
Applied economics letters
11
(
2004
)
2
,
pp. 81-86
Persistent link: https://www.econbiz.de/10001927323
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4
One shape fits all? : a comprehensive examination of cryptocurrency return distributions
Szczygielski, Jan Jakub
;
Karathanasopoulos, Andreas
; …
- In:
Applied economics letters
27
(
2020
)
19
,
pp. 1567-1573
Persistent link: https://www.econbiz.de/10012315670
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5
Four types of tail dependence structures between U.S. dollar index and S&P 500 stock returns : 1990-2019
Chang, Kuang-Liang
;
Lee, Chingnun
;
He, Chi-Wei
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2189-2194
Persistent link: https://www.econbiz.de/10014364640
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6
Normal log-normal mixture, leptokurtosis and skewness
Yang, Minxian
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 737-742
Persistent link: https://www.econbiz.de/10003741693
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7
Logit models : smallest versus largest extreme value error distributions
Hu, Wuyang
- In:
Applied economics letters
12
(
2005
)
12
,
pp. 741-744
Persistent link: https://www.econbiz.de/10003158116
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8
A simple IM test for exponential distributions
Acosta, Pablo
;
Rojas, Gabriel Montes
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 109-112
Persistent link: https://www.econbiz.de/10003822613
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9
Modelling skewness and kurtosis with the skewed Gauss-Laplace sum distribution
Haas, Markus
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 1277-1283
Persistent link: https://www.econbiz.de/10003886839
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10
Inverse Gaussian random variables with application to price indices
Nadarajah, Saralees
;
Kotz, Samuel
- In:
Applied economics letters
14
(
2007
)
7/9
,
pp. 673-677
Persistent link: https://www.econbiz.de/10003512306
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