Statistical modeling of stock returns: explanatory or descriptive? : a historical survey with some methodological reflections
Phoebe Koundouri (Athens University of Economics and Business and London School of Economics); Nikolaos Kourogenis and Nikitas Pittis (University of Piraeus)
| Year of publication: |
February 2016
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|---|---|
| Authors: | Koundouri, Phoebe ; Kourogenis, Nikolaos ; Pittis, Nikitas |
| Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0950-0804, ZDB-ID 722946-X. - Vol. 30.2016, 1, p. 149-164
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| Subject: | Brownian motion | Explanatory model | Market efficiency | Scientific explanation | Statistical model | Stock returns | Kapitaleinkommen | Capital income | Theorie | Theory | Statistische Methodenlehre | Statistical theory | CAPM | Börsenkurs | Share price | Statistische Methode | Statistical method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/joes.12093 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011553044