SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Statistical models of German stock returns · Study

ArticleShelves

ArticleStatistical models of German stock returns

Vedat Akgiray1989

Article1989

Statistical models of German stock returns

Vedat Akgiray · G. Geoffrey Booth · Otto Loistl

19 citations·0/0 files stored·Journal of Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Stochastic processes and financial applications

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 19 citations exist upstream.

References

1965The Behavior of Stock-Market Prices 1976Option pricing when underlying stock returns are discontinuous 1963The Variation of Certain Speculative Prices 1953Die Betriebswirtschaft 1997The variation of certain speculative prices 1987A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return 1959Brownian Motion in the Stock Market 1989Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1994Daily futures price changes and non-linear dynamicsarticle · 9 shared references 1990The probability distribution of futures prices in the foreign exchange market: A comparison of candidate processesarticle · 9 shared references 1994Alternative Models for the Conditional Heteroscedasticity of Stock Returnsarticle · 7 shared references 1990The Distribution of Stock Returns: New Evidence Against the Stable Modelarticle · 7 shared references 1992A Reexamination of Finite- and Infinite-Variance Distributions as Models of Daily Stock Returnsarticle · 7 shared references 2010Pricing and Inference with Mixtures of Conditionally Normal Processespreprint · 7 shared references

Details

Year1989

Typearticle

Published1989-02-01

VenueJournal of Economics

ISSN-L0931-8658

Languageen

Citations19

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1007/bf01227606

openalex_workW2011309724

Links

Imported from OpenAlex (CC0) — nothing here is generated.