Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Hathaway, Neville
1986.
The Non‐Stationarity of Share Price Volatility.
Accounting & Finance,
Vol. 26,
Issue. 2,
p.
35.
Singh, Balvir
and
Rahman, Abdul H.
1986.
An Econometric Analysis of the Variability of Security Returns.
Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration,
Vol. 3,
Issue. 1,
p.
65.
Albrecht, Peter
1986.
A note on insurance leverage under skew distributions.
Insurance: Mathematics and Economics,
Vol. 5,
Issue. 4,
p.
275.
Kryzanowski, Lawrence
and
To, Minh Chau
1987.
The E-V stationarity of secure returns.
Journal of Banking & Finance,
Vol. 11,
Issue. 1,
p.
117.
Murphy, J. Austin
1987.
Stable distributions, futures prices, and the measurement of trading performance: A reply.
Journal of Futures Markets,
Vol. 7,
Issue. 1,
p.
103.
Dufresne, Daniel
1989.
Weak convergence of random growth processes with applications to insurance.
Insurance: Mathematics and Economics,
Vol. 8,
Issue. 3,
p.
187.
Callaway, Richard E.
1989.
Evidence of the Nostationarity of the Variance Rate of Return of New York Stock Exchange Listed Common Stock.
Financial Review,
Vol. 24,
Issue. 2,
p.
199.
Venkateswaran, Meenakshi
Brorsen, B. Wade
and
Hall, Joyce A.
1993.
The distribution of standardized futures price changes.
Journal of Futures Markets,
Vol. 13,
Issue. 3,
p.
279.
Yang, Seung-Ryong
and
Brorsen, B. Wade
1994.
Daily futures price changes and non-linear dynamics.
Structural Change and Economic Dynamics,
Vol. 5,
Issue. 1,
p.
111.
Page, Michael J.
1996.
Modelling Techniques for Financial Markets and Bank Management.
p.
223.
Emberchts, Paul
Klüppelberg, Claudia
and
Mikosch, Thomas
1997.
Modelling Extremal Events.
p.
371.
Kullmann, L
Töyli, J
Kertesz, J
Kanto, A
and
Kaski, K
1999.
Characteristic times in stock market indices.
Physica A: Statistical Mechanics and its Applications,
Vol. 269,
Issue. 1,
p.
98.
Gillemot, L.
Töyli, J.
Kertesz, J.
and
Kaski, K.
2000.
Time-independent models of asset returns revisited.
Physica A: Statistical Mechanics and its Applications,
Vol. 282,
Issue. 1-2,
p.
304.
Dockery, E.
2000.
Some consideration on the governannce and price behaviour of the Warsaw stock exchange.
Managerial Finance,
Vol. 26,
Issue. 9,
p.
51.
Kamstra, Mark J.
and
Milevsky, Moshe A.
2004.
Waiting for Returns: Using Space-Time Duality to Calibrate Financial Diffusions.
SSRN Electronic Journal,
Jeyasreedharan, Nagaratnam
2008.
Extremal Expectations: A Paradigm for Fat-Tails.
SSRN Electronic Journal,
Haas, Markus
and
Pigorsch, Christian
2009.
Encyclopedia of Complexity and Systems Science.
p.
3404.
Haas, Markus
and
Pigorsch, Christian
2009.
Complex Systems in Finance and Econometrics.
p.
308.
López Martín, María del Mar
García, Catalina García
and
García Pérez, José
2012.
Treatment of kurtosis in financial markets.
Physica A: Statistical Mechanics and its Applications,
Vol. 391,
Issue. 5,
p.
2032.
McCulloch, J. Huston
and
Percy, E. Richard
2013.
Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions.
Journal of Econometrics,
Vol. 172,
Issue. 2,
p.
275.