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10 research outputs found

The Business Cycle Behaviour of Australian Share Prices: A Frequency Domain Study

Author: Praetz P.D.
Publication venue
Publication date
Field of study

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Research Papers in Economics

Economies of scale in the New Zealand life insurance industry∗

Author: Belth J.
Benston G.J.
Burgess J.
Colenutt D.
Geehan R.
Houston D.
Johnston J.
Johnston J.
Peter Praetz
Praetz P.D.
Praetz P.D.
Rutledge D.
Publication venue: 'Informa UK Limited'
Publication date
Field of study

The Distribution of Stock Market Returns: 1958-1973

Author: Dyer J.C.
Fama E.F.
Goldberger A.
Moser C.
Praetz P.D.
Scheffe H.
Publication venue: 'SAGE Publications'
Publication date
Field of study

The Early Years of the Variance-Gamma Process

Author: A. Feuerverger
A. Tjetjep
B.B. Mandelbrot
C.C. Heyde
D.B. Madan
D.B. Madan
D.B. Madan
D.B. Madan
D.B. Madan
D.B. Madan
D.B. Madan
D.B. Madan
E. Seneta
E.F. Fama
P.D. Praetz
P.D. Praetz
R. Finlay
S. Kullback
S.J. Press
S.W. Harrar
Publication venue: 'Springer Science and Business Media LLC'
Publication date: 01/01/2007
Field of study

MARKET EFFICIENCY IN DEVELOPING COUNTRIES: A CASE STUDY OF THE NAIROBI STOCK EXCHANGE

Author: Abdel-khalik A.R.
Ball R.
Barnes P.
Beaver W.H.
Cooper J.C.B.
Drake P.J.
Drake P.J.
Fama E.
Foster G.
Gandhi D.K.
Keane S.M.
Kendall M.G.
Kitchen R.L.
Kitchen R.L.
Lo A.W.
Niarchos A.
Parkinson J.M.
Parkinson J.M.
Praetz P.D.
Praetz P.D.
Ross S.A.
Russell A. H.
Samuels J.M.
Publication venue: 'Wiley'
Publication date
Field of study

Inference robustness of ARIMA models under non-normality —Special application to stock price data

Author: B. Mandelbrot
B. Mandelbrot
B. Mandelbrot
D. Hsu
E.F. Fama
G.E.P. Box
G.E.P. Box
J. Ledolter
M.G. Kendall
P.D. Praetz
S.J. Press
Publication venue
Publication date
Field of study

Research Papers in Economics

The time series characteristics of quarterly nominal and real lira/pound-sterling exchange rate movements, 1973–1988

Author: A. Milhij
A.C. Harvey
A.C. Harvey
A.C. Pollock
A.C. Pollock
Andrew C. Pollock
B.C. Daniel
C.S. Hakkio
D.E. Logue
F. Atkinson
G. Junge
H.J. Edison
H.W. Lilliefors
I.H. Giddy
J. Burt
J.D. Henstridge
J.M. Westerfield
L.H. Koopmans
L.H. Officer
M. Metghelchi
M. Rush
N. Davutyan
P. Boothe
P. Boothe
P.D. Praetz
R.E. Crumby
R.F. Engle
S. Miller
S. Pozo
T. Bollerslev
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Multi-stock portfolio optimization under prospect theory

Author: A. Tversky
C. Bernard
D. Ellsberg
D. Kahneman
D. Prelec
D.B. Madan
E. De Giorgi
E. Eberlein
F.M. Aparicio
G. Chamberlain
G. Wu
H. Levy
H. Markowitz
j. Hull
J. Ingersoll
J. Owen
J. Tobin
K.T. Fang
Klaas Schulze
M. Allais
M.O. Rieger
N. Barberis
N.H. Bingham
N.H. Bingham
O. Barndorff-Nielsen
P.D. Praetz
R.C. Blattberg
S. Benartzi
S. Blondel
S. Kusuoka
S.R. Hurst
Traian A. Pirvu
V. Köbberling
W. Hu
X.D. He
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Capital Requirement: A New Method Based on Extreme Price Variations

PROPRIEDADES ESTATÍSTICAS DAS SÉRIES DE RETORNOS DAS PRINCIPAIS AÇÕES BRASILEIRAS

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