The likelihood of various stock market return distributions. II: Empirical results
From MaRDI portal
Publication:1360232
DOI10.1007/BF00056154zbMath0876.90018MaRDI QIDQ1360232
Publication date: 1 December 1997
Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)
Related Items
MODELING FINANCIAL SERIES DISTRIBUTIONS: A VERSATILE DATA FITTING APPROACH, The likelihood of various stock market return distributions. I: Principles of inference
Cites Work
- Statistical decision theory and Bayesian analysis. 2nd ed
- Estimating the dimension of a model
- The likelihood of various stock market return distributions. I: Principles of inference
- The Future of Data Analysis
- A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
- Systems of Frequency Curves
- A new look at the statistical model identification
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item