Empirical study of relation measures of stable distributed stock returns (Q2811600)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Empirical study of relation measures of stable distributed stock returns |
scientific article; zbMATH DE number 6592222
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Empirical study of relation measures of stable distributed stock returns |
scientific article; zbMATH DE number 6592222 |
Statements
10 June 2016
0 references
relation measures
0 references
codifference
0 references
covariation
0 references
power correlation
0 references
mixed-stable model
0 references
stable law
0 references
Empirical study of relation measures of stable distributed stock returns (English)
0 references
0.7468506097793579
0 references
0.7271158695220947
0 references
0.7193103432655334
0 references
0.7188944220542908
0 references
0.7166436910629272
0 references
