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The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf - In: Journal of econometrics 78 (1997) 2, pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
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On the existence of moments : with an application to German stock returns
Runde, Ralf; Scheffner, Axel - 1998
Persistent link: https://www.econbiz.de/10000672982
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Die Autokorrelation von Aktienkursen
Krämer, Walter; Runde, Ralf - 1990
Persistent link: https://www.econbiz.de/10000854739
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Kalendereffekte auf Kapitalmärkten : eine empirische Untersuchung für deutsche Aktien und den DAX
Krämer, Walter - In: Empirische Kapitalmarktforschung, (pp. 87-98). 1993
Persistent link: https://www.econbiz.de/10001313119
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Stocks and the weather : an exercise in data mining or yet another capital market anomaly?
Krämer, Walter - In: Empirical economics : a journal of the Institute for … 22 (1997) 4, pp. 637-641
Persistent link: https://www.econbiz.de/10001236261
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Wochentagseffekte am deutschen Aktienmarkt : wie robust ist der t-Test bei unendlicher Varianz?
Krämer, Walter - In: Allgemeines statistisches Archiv : AStA ; journal of … 76 (1992) 3, pp. 226-239
Persistent link: https://www.econbiz.de/10001135851
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Stochastic properties of German stock returns
Krämer, Walter - In: Empirical economics : a journal of the Institute for … 21 (1996) 2, pp. 281-306
Persistent link: https://www.econbiz.de/10001199242
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Some pitfalls in using empirical autocorrelations to test for zero correlation among common stock returns
Krämer, Walter - In: Econometric analysis of financial markets, (pp. 1-10). 1994
Persistent link: https://www.econbiz.de/10001284440
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Peaks or tails - what distinguished financial data?
Krämer, Walter; Runde, Ralf - In: Empirical economics : a journal of the Institute for … 25 (2000) 4, pp. 665-671
Persistent link: https://www.econbiz.de/10001542144