The dynamic power law model (Q482073): Difference between revisions

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-.1007/s10687-014-0193-x
@@ Property / DOI: 10.1007/s10687-014-0193-x / rank @@
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@@ Property / Mathematics Subject Classification ID: 62G32 / rank @@
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+6381856
@@ Property / zbMATH DE Number: 6381856 / rank @@
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@@ Property / zbMATH Keywords @@
+power law
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@@ Property / zbMATH Keywords @@
+finance
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+asset prices
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+tail risk
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+Rare Disasters and Asset Markets in the Twentieth Century*
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+Limiting Behavior of Posterior Distributions when the Model is Incorrect
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+Institutional Investors and Stock Market Volatility
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Consistent Estimates Based on Partially Consistent Observations
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@@ Property / DOI @@
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@@ Property / DOI: 10.1007/S10687-014-0193-X / rank @@
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+Publication:482073