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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X., (1999)
Drawing inferences from statistics based on multi-year asset returns
Richardson, Matthew, (1990)
Long-term memory in stock market prices
Lo, Andrew W., (1989)
Savings and loan financial ratio distributions : stable or finite moment distributions?
Gribbin, Donald W., (1997)
On estimating skewness in stock returns
Lau, Hon-shiang, (1989)
The distribution of stock returns : new evidence against the stable model
Lau, Amy Hing-ling, (1990)