The stable Paretian hypothesis and the frequency of large returns: an examination of major German stocks
T Lux - Applied financial economics, 1996 - Taylor & Francis
A statistical analysis is provided of daily returns for 30 German stocks forming the DAX share
index as well as the DAX itself during the period 1988–1994. Estimating the parameters of …
index as well as the DAX itself during the period 1988–1994. Estimating the parameters of …
Stock return distribution and market capitalisation
P Lukács - Hungarian Statistical Review, 2002 - real.mtak.hu
The paper focuses on the relationship between the distribution of stock returns and the
market capitalisation of stocks. The analysis is based on the returns of 21 stocks listed on the …
market capitalisation of stocks. The analysis is based on the returns of 21 stocks listed on the …
On distributions for stock returns: A survey of empirical investigations
J Varga - Managing in uncertainty: Theory and practice, 1998 - Springer
In this paper we give a brief survey of the empirical investigations of the distributions for
stock returns and some detailed discussion of German and Hungarian stock returns using …
stock returns and some detailed discussion of German and Hungarian stock returns using …
Stock return distributions: a survey of empirical investigations
J Varga - Hungarian Statistical Review, 1999 - real.mtak.hu
In this paper we give a brief survey of the empirical investigations of the distribution of stock
returns and some detailed discussion of Hungarian and German stock returns as well as the …
returns and some detailed discussion of Hungarian and German stock returns as well as the …
Forecasting volatility and option pricing for exchange-rate dynamics: a comparison of models
J Kaehler - 1993 - econstor.eu
This paper explores the applicability of static and dynamic models to capture the stylized
facts of exchange-rate dynamics. The static models (mixture of distributions, compound …
facts of exchange-rate dynamics. The static models (mixture of distributions, compound …