Empirical evidences on the interconnectedness between sampling and asset returns' distributions
Year of publication: |
2021
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Authors: | Orlando, Guiseppe ; Bufalo, Michele |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 9.2021, 5, Art.-No. 88, p. 1-35
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Subject: | return distributions | t-skew | market volatility | correlation | equitymarkets | bondmarkets | FX | Theorie | Theory | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Stichprobenerhebung | Sampling | Börsenkurs | Share price | Volatilität | Volatility |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks9050088 [DOI] hdl:10419/258176 [Handle] |
Classification: | G10 - General Financial Markets. General ; C10 - Econometric and Statistical Methods: General. General ; C20 - Econometric Methods: Single Equation Models. General ; C16 - Specific Distributions |
Source: | ECONIS - Online Catalogue of the ZBW |
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Empirical evidences on the interconnectedness between sampling and asset returns' distributions
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