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The distribution of security price changes : a test of a volume-mixture model with Cauchy disturbances
Epps, Thomas W. - In: Operations research 28 (1980) 5, pp. 1205-1212
Persistent link: https://www.econbiz.de/10002124320
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Security price changes and transaction volumes : some additional evidence
Epps, Thomas W. - In: Journal of financial and quantitative analysis : JFQA 12 (1977) 1, pp. 141-146
Persistent link: https://www.econbiz.de/10002124373
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Security price changes and transaction volumes : theory and evidence
Epps, Thomas W. - In: The American economic review 65 (1975) 4, pp. 586-597
Persistent link: https://www.econbiz.de/10002124460
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Wealth effects and Slutsky equations for assets
Epps, Thomas W. - In: Econometrica : journal of the Econometric Society, an … 43 (1975) 2, pp. 301-303
Persistent link: https://www.econbiz.de/10002124462
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Quantitative finance : its development, mathematical foundations, and current scope
Epps, Thomas W. - 2009
Persistent link: https://www.econbiz.de/10003756274
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The robustness of some standard tests for autocorrelation and heteroskedasticity when both problems are present
Epps, Thomas W.; Epps, Mary Lee - In: Econometrica : journal of the Econometric Society, an … 45 (1977) 3, pp. 745-753
Persistent link: https://www.econbiz.de/10002124324
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The stochastic dependence of security price changes and transaction volumes : implications for the mixture-of-distributions hypothesis
Epps, Thomas W.; Epps, Mary Lee - In: Econometrica : journal of the Econometric Society, an … 44 (1976) 2, pp. 305-321
Persistent link: https://www.econbiz.de/10002124335
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Security price changes and transaction volumes : additional evidence
Hanna, Mark; Schneller, Meir I.; Epps, Thomas W. - In: The American economic review 68 (1978) 4, pp. 692-695
Persistent link: https://www.econbiz.de/10002623868
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Assessing the FDIC's premium and examination policies using 'Soviet' put options
Epps, Thomas W. - In: Journal of banking & finance 20 (1996) 4, pp. 699-721
Persistent link: https://www.econbiz.de/10001197704
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Predictions of returns to commodities speculation based on current information : some evidence of informational inefficiency in futures markets
Epps, Thomas W. - In: Review of research in futures markets : publ. three … 4 (1985) 3, pp. 366-382
Persistent link: https://www.econbiz.de/10001012114