Pages that link to "Item:Q1927371"
From MaRDI portal
The following pages link to Time reversibility tests of volume-volatility dynamics for stock returns (Q1927371):
Displaying 4 items.
- Time reversibility of stationary regular finite-state Markov chains (Q278256) (← links)
- A test of symmetry based on L-moments with an application to the business cycles of the G7 economies (Q2226924) (← links)
- Time reversal invariance in finance (Q3645195) (← links)
- Surprise volume and heteroskedasticity in equity market returns (Q5697322) (← links)
