scientific article; zbMATH DE number 3892442

zbMath0559.62096MaRDI QIDQ5185887

Eugene Seneta, Dilip B. Madan

Publication date: 1984

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

minimum distancestock market returns2nd log differences of economic variablesCompound Poisson modelsKolmogorov tests for goodness of fitlog characteristic function

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

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