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EMPIRICAL LAWS OF A STOCK PRIC...
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ECONIS (ZBW)
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Multifractal models, intertrade durations and return
volatility
Segnon, Mawuli
-
2015
Persistent link: https://www.econbiz.de/10011299266
Saved in:
2
Model-based and empirical analyses of stochastic fluctuations in economy and finance
Zadourian, Rubina
-
2018
Persistent link: https://www.econbiz.de/10011914214
Saved in:
3
Estimation of continuous time models driven by Lévy Processes
Floor Brix, Anne
-
2014
Persistent link: https://www.econbiz.de/10011369534
Saved in:
4
Non-normality of asset
returns
in the assessment of risk-adjusted performance : Three empirical tests of the Leland alternative asset pricing model
Reid, Sean F.
-
2002
Persistent link: https://www.econbiz.de/10003777077
Saved in:
5
Tales from the unit interval : backtesting, forecasting and modeling
Nielsen, Thor Pajhede
-
2017
Persistent link: https://www.econbiz.de/10011654061
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6
Complexities of production and interacting human behaviour
Aruka, Yūji
(
ed.
)
-
2011
Persistent link: https://www.econbiz.de/10008989680
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7
Higher order moments in distribution modelling with applications to risk management
Malo, Pekka
-
2007
Persistent link: https://www.econbiz.de/10003504508
Saved in:
8
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
9
Essays on exchange rate
volatility
and on regional integration
Wei, Shang-jin
-
1992
Persistent link: https://www.econbiz.de/10000908842
Saved in:
10
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
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