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Distribution of stock
1955
Persistent link: https://www.econbiz.de/10000663003
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Zur Theorie skalenparametergesplitteter Verteilungen und ihrer Anwendung auf den deutschen Aktienmarkt
Scharein, Manfred - 2005
Persistent link: https://www.econbiz.de/10003075483
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A multivariate heavy-tailed distribution for arch/garch residuals
Politis, Dimitris N. - 2006
Persistent link: https://www.econbiz.de/10003331370
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Modelling intra-day seasonality and forecasting densities in financial duration data
Allen, David E. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003805629
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Tails, fears and risk premia
Bollerslev, Tim; Todorov, Viktor - 2009
Persistent link: https://www.econbiz.de/10003849565
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Jump, non-normal error distribution and stock price volatility : a nonparametric specification test
Rahman, Mohammad Masudur; Ara, Laila Arjuman; Zheng, … - In: The Singapore economic review : journal of the Economic … 54 (2009) 1, pp. 101-121
Persistent link: https://www.econbiz.de/10003851283
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Goodness-of-fit test for price duration distributions
Matsuoka, Takayasu - 2009
Persistent link: https://www.econbiz.de/10003853899
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Determining the number of factors from empirical distribution of eigenvalues
Onatski, Alexei - In: The review of economics and statistics 92 (2010) 4, pp. 1004-1016
Persistent link: https://www.econbiz.de/10008746351
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A noise trader model as a generator of apparent financial power laws and long memory
Alfarano, Simone; Lux, Thomas - In: Macroeconomic dynamics 11 (2007), pp. 80-101
Persistent link: https://www.econbiz.de/10003616333