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Business cycle asymmetries in stock returns : evidence from higher order moments and conditional densities
Pérez-Quirós, Gabriel, (2000)
The small firm effect and the random walk hypothesis : evidence from the London Stock Exchange using Markov chains
Mills, Terence C., (1999)
Adaptive polar sampling with an application to a Bayes measure of value-at-risk
Bauwens, Luc, (1999)
An embedded Markov chain approach to stock rationing
Fadıloğlu, Mehmet Murat, (2010)
On the K shortest path trees problem
A dynamic rationing policy for continuous-review inventory systems