Pages that link to "Item:Q1935727"
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The following pages link to An asset return model capturing stylized facts (Q1935727):
Displaying 7 items.
- Stylized facts of financial time series and hidden semi-Markov models (Q1010564) (← links)
- Factor models for asset returns based on transformed factors (Q1739597) (← links)
- Fundamentals and asset price dynamics (Q1767006) (← links)
- Generalized stable models for financial asset returns (Q1919502) (← links)
- Zero covariation returns (Q2296115) (← links)
- A Stylized Model for Long-Run Index Return Dynamics (Q4555250) (← links)
- Likelihood Evidence on the Asset Returns Puzzle (Q5692955) (← links)