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Irregularity, volatility, risk, and financial market time series

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References

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1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
1976The valuation of options for alternative stochastic processes2,935 cited
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2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
1973A Random Walk Down Wall Street1,743 cited
1988What Moves Stock Prices?1,255 cited
1973The Role of Securities in the Optimal Allocation of Risk-bearing1,179 cited
1964The Role of Securities in the Optimal Allocation of Risk-bearing

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1,172 cited

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