The Distribution of Stock Returns When the Market Is Up
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Publication:4412406
DOI10.1081/STA-120022244zbMath1173.91381MaRDI QIDQ4412406
Arjun K. Gupta, John T. Chen, C. G. Troskie
Publication date: 14 July 2003
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
62J05: Linear regression; mixed models
62P05: Applications of statistics to actuarial sciences and financial mathematics
62F10: Point estimation
91B84: Economic time series analysis
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