Pages that link to "Item:Q4554491"
From MaRDI portal
The following pages link to Statistical tests of distributional scaling properties for financial return series (Q4554491):
Displaying 3 items.
- A test of financial time-series data to discriminate among lognormal, Gaussian and square-root random walks (Q333367) (← links)
- Non-parametric tests of returns to scale (Q1600958) (← links)
- A robust statistical approach to select adequate error distributions for financial returns (Q5138523) (← links)