List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Surprise volume and heteroskedasticity in equity market returns Quantitative Finance | 2005-10-17 | Paper |
| Tail index estimation in small samples. Simulation results for independent and ARCH-type financial return models Statistical Papers | 2005-02-11 | Paper |
Research outcomes over time
This page was built for person: Terry A. Marsh
