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A characteristic exponent test for the cauchy distribution

Mulligan, Robert F. - In: Atlantic economic journal : AEJ 28 (2000) 4, pp. 491

Persistent link: https://www.econbiz.de/10001536437

The distribution of returns

Harris, David - In: Journal of mathematical finance 7 (2017) 3, pp. 769-804

Persistent link: https://www.econbiz.de/10011752551

Ein neues grafisches und formales Verfahren zur Überprüfung der Normalverteilungsannahme

Ruwe, Mark - 2002

Persistent link: https://www.econbiz.de/10001656648

A normal distribution course

Groß, Jürgen - 2004 - 1. Aufl

Persistent link: https://www.econbiz.de/10002157769

A heuristic for fat-tailed stock market returns

Welch, Ivo - In: Financial analysts journal : FAJ 80 (2024) 4, pp. 18-26

Persistent link: https://www.econbiz.de/10015195218

Estimation of models for stock returns

Nadarajah, Saralees; Hitchen, Thomas - In: Computational economics 64 (2024) 6, pp. 3577-3616

Persistent link: https://www.econbiz.de/10015144254

A modified Corrado test for assessing abnormal security returns

Ataullah, Ali; Song, Xiaojing; Tippett, Mark - In: The European journal of finance 17 (2011) 7/8, pp. 589-601

Persistent link: https://www.econbiz.de/10009509842

A vendor-buyer integrated production-inventory model with normal distribution of lead time

Hoque, M. A. - In: International journal of production economics 144 (2013) 2, pp. 409-417

Persistent link: https://www.econbiz.de/10009772522

Modeling a distribution of mortgage credit losses

Gapko, Petr; Šmíd, Martin - In: Ekonomický časopis : časopis pre ekonomickú … 60 (2012) 10, pp. 1005-1023

Persistent link: https://www.econbiz.de/10010372802

Simulating the market coefficient of relative risk aversion

Azar, Samih Antoine; Karaguezian-Haddad, Vera - In: Cogent economics & finance 2 (2014) 1, pp. 1-7

In this paper, expected utility, defined by a Taylor series expansion around expected wealth, is maximized. The coefficient of relative risk aversion (CRRA) that is commensurate with a 100% investment in the risky asset is simulated. The following parameters are varied: the riskless return, the...

Persistent link: https://www.econbiz.de/10010490408