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Variety of stock returns in normal and extreme market days : the August 1998 crisis
Lillo, Fabrizio; Bonanno, Giovanni; Mantegna, Rosario N. - In: Empirical science of financial fluctuations : the …, (pp. [77]-89). 2002
Persistent link: https://www.econbiz.de/10001679237
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High frequency data analysis in an emerging and a developed market
Palágyi, Zoltán; Kőrösi, Gábor; Mantegna, Rosario N. - In: Empirical science of financial fluctuations : the …, (pp. [102]-109). 2002
Persistent link: https://www.econbiz.de/10001679243
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Do firms share the same functional form of their growth rate distribution? : a statistical test
Lunardi, José T.; Miccichè, Salvatore; Lillo, Fabrizio; … - In: Journal of economic dynamics & control 39 (2014), pp. 140-164
Persistent link: https://www.econbiz.de/10010388784