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On the generalised Pearson distribution for application in financial time series modelling
Stavroyiannis, Stavros - In: Global business & economics review 16 (2014) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10010495081
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On the time varying nature of herding behaviour: evidence from major European indices
Stavroyiannis, Stavros; Babalos, Vassilios - In: Global business & economics review 17 (2015) 3, pp. 298-309
Persistent link: https://www.econbiz.de/10011498524
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On the Generalized Pearson Distribution for Application in Financial Time Series Modeling
Stavroyiannis, Stavros - 2013
We elaborate on a new distributional scheme resulting from the generalized Pearson distribution with application to financial modelling. As case studies we consider the major historical indices daily returns, DJIA, NASDAQ composite, FTSE100, CAC40, DAX and S&P500, as well as, high-frequency...
Persistent link: https://www.econbiz.de/10013077936