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10 research outputs found
Conditional Violation of Weak-Form Market Efficiency: The Autoregressive Component of Stock Returns with Consideration to the Return Distribution
Author
Ben Jansen
Dong-Hyun Ahn
+9Â more
Jacky So
Janice Westerfield
John Teichmoeller
Laura Spierdijk
Lawrence Summers
Robert Shiller
Robert Stambaugh
Ronald Balvers
Turan Bali
Publication venue
'Elsevier BV'
Publication date
01/01/2017
Field of study
No full text
Crossref
An examination of the distribution of futures price changes
Author
Barnea
Bartlett
+16Â more
Boness
Conover
Dowell
Dusak
Fama
Fama
Fama
Fielitz
Granger
Leitch
Lilliefors
Mandelbrot
Mandelbrot
Osborne
Stevenson
Teichmoeller
Publication venue
'Wiley'
Publication date
Field of study
No full text
Crossref
How to estimate the Value at Risk under incomplete information
Author
Ann De Schepper
Bart Heijnen
+14Â more
Becker
Brockett
De Schepper
De Schepper
Duffie
Feller
Gençay
Heijnen
Heijnen
Jansen
Mandelbrot
Mandelbrot
Suarez
Teichmoeller
Publication venue
'Elsevier BV'
Publication date
Field of study
No full text
Crossref
The distribution of gold futures spreads
Author
Ball
Bera
+35Â more
Blattberg
Castelino
Cornew
Diebold
Engle
Engle
Epps
Fama
Fama
Fielitz
Hagerman
Harris
Hsieh
Hsu
Hsu
Jones
Knight
Kon
Mandelbrot
Mandelbrot
McFarland
Osborne
Pearson
Poitras
Poitras
Rentzler
Saniga
So
Stram
Tauchen
Teichmoeller
Weiss
White
Yano
Zolotarev
Publication venue
'Wiley'
Publication date
Field of study
No full text
Crossref
Stable Laws and the Present Value of Fixed Cash Flows
Author
Becker David
Black Fisher
+20Â more
Dhaene Jan
Dhaene Jan
Fama Eugene F.
Fama Eugene F.
Goovaerts Marc J.
Jetton Merlin F.
Kaas Rob
Kaas Rob
Klein Gordon E.
Kozubowski Tomasz J.
Lamperti John W.
Mandelbrot Benoit
Miller Steven P.
Nolan John P.
Rachev Svetlozar T.
Rachev Svetlozar T.
Roll Richard
Shaked Moshe
Teichmoeller John
Vyncke David
Publication venue
'Informa UK Limited'
Publication date
Field of study
No full text
Crossref
Maximum likelihood estimation of a GARCH-stable model
Author
Akgiray
Baillie
+55Â more
Baillie
Blattberg
Bollerslev
Bollerslev
Bollerslev
Bollerslev
Brorsen
Brorsen
Calderon-Rossell
Cornew
Davies
Davis
Diebold
Diebold
Dunn & Hargitt Commodity Data Bank
Engle
Engle
Fama
Fama
Fama
Friedman
Gribbin
Hall
Higgins
Holt
Hsieh
Hsieh
Hsu
Hudson
Jorion
Koutrouvelis
Koutrouvelis
Lau
Ljung
Mandelbrot
McCulloch
McCulloch
McCulloch
McCulloch
McCurdy
McCurdy
McLeod
Moran
Murtagh
Nelson
Noreen
Officer
Paulson
Schwert
Snedecor
So
Stephens
Teichmoeller
Yang
Zolotarev
Publication venue
'Wiley'
Publication date
Field of study
No full text
Crossref
Bayesian Inference for Mixtures of Stable Distributions
Author
A Barnea
B D Fielitz
+41Â more
B Mandelbrot
B O Bradley
C P Robert
C P Robert
C P Robert
D J Buckle
E F Fama
E F Fama
E F Fama
E F Fama
G Celeux
G Mclachlan
G S Fishman
G Samorodnitsky
J Diebolt
J M Chambers
J Teichmoeller
L Devroye
L Tierney
M Brennen
M D Escobar
M Stephens
M Stephens
R J Adler
R M Neal
R Weron
Roberto Casarin
S Geman
S Godsill
S Mittnik
S P Meyn
S Rachev
S Richardson
T Mikosch
V M Zoloratev
W Dumouchel
W L Beedles
W Press
W R Gilks
Z Qiou
Z Qiou
Publication venue
'Elsevier BV'
Publication date
01/01/2004
Field of study
No full text
Crossref
Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns
Author
Aleksander Janicki
Amir Barnea
+44Â more
Bruce D Fielitz
David Backus
David Bates
David S Bates
Dilip B Madan
Dilip Madan
Dilip Madan
Ernst Eberlein
Eugene F Fama
Fisher Black
Fisher Black
Gennady Samorodnitsky
Hans U Gerber
Hsu
Jan Kallsen
Jean Bertoin
Jean Jacod
Jens Jackwerth
Jingzhi Huang
John Teichmoeller
Joyce A Hall
Kallsen
Laurent Calvet
Liuren Wu
Mandelbrot
Menachem Brenner
Peter Carr
Peter Carr
Peter Carr
Peter Carr
Peter Carr
R N Mantegna
R R Officier
Robert C Merton
Robert F Engle
Robert Haggeman
S Boyarchenko
Silverio Foresi
Steven G Kou
Terence Chan
Uwe K�chler
Vladimir M Zolotarev
Yacine A�?ta�?t-Sahalia
Yoshio Miyahara
Publication venue
'Elsevier BV'
Publication date
01/01/2004
Field of study
No full text
Crossref
Real estate is not normal: A fresh look at real estate return distributions
Author
Amir Barnea
Andrew L. Turner
+35Â more
B.V. Gnedenko
Benoit Mandelbrot
Benoit Mandelbrot
Benoit Mandelbrot
Crocker H. Liu
Eugene F. Fama
Eugene F. Fama
Eugene F. Fama
Eugene F. Fama
Eugene F. Fama
Eugene F. Fama
F.C. Neil Myer
G.S. James
George E. Tauchen
I.G. Morgan
J. Huston McCulloch
J. Huston McCulloch
J. Huston McCulloch
J.O. Irwin
John Teichmoeller
Joseph Gyourko
Marshall E. Blume
Maurice G. Kendall
Michael A. Simkowitz
Paul A. Samuelson
R.A. Leitch
R.R. Officer
Richard A. Graff
Richard Roll
Robert C. Blattberg
S. Michael Giliberto
S. Michael Giliberto
Sheridan Titman
William C. Wheaton
William F. Sharpe
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
When financial economics influences physics: The role of Econophysics
Author
Alastair
Arous
+118Â more
Arthur
Arthur
Ausloos
Bachelier
Barnett
Ben-El-Mechaiekh
Bernstein
Biroli
Blattberg
Bouchaud
Bouchaud
Bouchaud
Boumans
Brenner
Buchanan
Bun
Burda
Burda
Casey
Chakrabarti
Chakraborti
Challet
Challet
Christophe Schinckus
Cizeau
Clark
Conlon
Cont
Coolen
De Martino
Einstein
Elmachkour
Elmachkour
Engle
Fama
Fama
Fama
Fama
Fourcade
Franck Jovanovic
Gabaix
Galstyan
Granger
Hurwitz
Ingrao
Israel
Jovanovic
Jovanovic
Jovanovic
Jovanovic
Jovanovic
Jovanovic
Kesten
Kutner
Kutner
Laloux
Le Gall
Lesne
Lesne
Levy
Lux
Maas
Mandelbrot
Mantegna
Mantegna
Mantegna
Marinazzo
Markowitz
McCauley
McCauley
McCauley
Mirowski
Mirowski
Mähönen
Ménard
Mézard
Nagel
Plerou
Plerou
Poitras
Poitras
Poitras
Potters
Radicchi
Rosario N. Mantegna
Samuelson
Schabas
Schinckus
Schinckus
Schinckus
Schinckus
Schinckus
Schinckus
Serrano
Shafique
Sidi
Sinha
Sornette
Sornette
Sornette
Stanley
Stanley
Stanley
Stanley
Stauffer
Sungwook
Taqqu
Teichmoeller
Tumminello
Tumminello
Tumminello
Tumminello
Walstad
Wang
Whitley
Wigner
Wishart
Zhang
Publication venue
'Elsevier BV'
Publication date
Field of study
No full text
Crossref