Transitions in the stock markets of the US, UK and Germany
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Publication:4555080
DOI10.1080/14697688.2016.1183812zbMath1402.91990arXiv1504.06113OpenAlexW3101647720MaRDI QIDQ4555080
Friedrich Wagner, Matthias Raddant
Publication date: 19 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1504.06113
Related Items (1)
Cites Work
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- Time varying betas and the unconditional distribution of asset returns
- Statistical Size Distributions in Economics and Actuarial Sciences
- Empirical properties of asset returns: stylized facts and statistical issues
- Switching processes in financial markets
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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