Test for Finite Variance Stock Return Distributions

Test for Finite Variance Stock Return Distributions

Saved in:

書目詳細資料
主要作者:	YU, Jun
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2000
主題:	Economics
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/977
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

相似書籍

Test for Finite Variance Stock Return Distributions
由: YU, Jun
出版: (2002)

Test for Finite Variance Stock Return Distributions
由: YU, Jun
出版: (2001)

Do Stock Returns Follow a Finite Variance Distribution?
由: Shao, Q. M., et al.
出版: (2001)

Test for Infinite Variance in Stock Returns
由: YAN, Xian Ning
出版: (2008)

Efficiency of the Philippine stock exchange using serial correlation and variance ratio tests
由: Dumlao, Luis F
出版: (2001)

Variance risk in aggregate stock returns and time-varying return predictability
由: PYUN SUNG JUNE
出版: (2021)

Variance Bounds of Rational Stock Prices with Public Information
由: KWON, Young Koan
出版: (1995)

Stock Returns Volatility in the Tokyo Stock Exchange
由: TSE, Yiu Kuen
出版: (1991)

Stock Market Returns, Expected Returns, and Economic Fundamentals in an Emerging Market: The Case of Korea
由: Mariano, Roberto S., et al.
出版: (1995)

Stock Market Returns, Expected Returns, and Economic Fundamentals in an Emerging Market: The Case of Korea
由: Mariano, Roberto S., et al.
出版: (1997)

Do Accruals Drive Firm-Level Stock Returns? A Variance Decomposition Analysis
由: SEGAL, Dan, et al.
出版: (2004)

The convergence of distribution functions of random sums of independent random variables with finite variances
由: Narumol Chaidee
出版: (2000)

The convergence to normal distribution of random sums of independent random variables with finite variances
由: Petcharat Rattanawong
出版: (2009)

The convergence of distribution functions of random sums of independent random variables with finite variances
由: Narumol Chaidee
出版: (2007)

The convergence to normal distribution of random sums of independent random variables with finite variances
由: Petcharat Rattanawong
出版: (2001)

Corporate governance and stock returns in Asia
由: Roy Kouwenberg, et al.
出版: (2018)

Cross Return Predictability in Pacific Basin Stock Markets
由: Chan, Wai-Sum, et al.
出版: (1994)

Causality between Volume and Return in the Singapore Stock Market
由: TSE, Yiu Kuen
出版: (1991)

Granger causality analysis between twitter sentiment and daily stock returns
由: Huang, Jun Xiang, et al.
出版: (2020)

A variance ratio test of random walk in the stock exchange of Singapore
由: Choo, Boon Poh, et al.
出版: (2015)

Measuring asymmetric volatility and stock returns in the Philippine stock market
由: Hofileña, Daniel S., et al.
出版: (2014)

An Alternative Approximation to the Variance of Transformation Score
由: YANG, Zhenlin
出版: (1999)

Robust tests on the stability of means and variances of overnight and intraday stock returns during and across bull and bear markets from the period 1988-1993
由: Hao, Michelle Angeline, et al.
出版: (1994)

Effects of selected macroeconomic variables on the return of Asean stock markets.
由: Caraon, Clarice Mae R.
出版: (2010)

Asymmetries in stock returns: Statistical tests and economic evaluation
由: HONG, Yongmiao, et al.
出版: (2007)

VARIANCE RISK PREMIUM AND BOND RETURN PREDICTABILITY
由: YIN XIMING
出版: (2020)

Variance Risk Premium and Bond Return Predictability
由: YIN XIMING
出版: (2020)

FINITE DIFFERENCE SCHEMES FOR PRICING VARIANCE SWAP
由: WENG LING
出版: (2021)

Comments on 'on the Relevance of Finite Sample Distribution Theory' by W.M. Taylor
由: Mariano, Roberto S.
出版: (1983)

The relationship between stock return volatility and trading volume: The case of the Philippines
由: Asai, Manabu, et al.
出版: (2008)

The relationship between stock returns and volatility in the Philippine stock market: A semi-parametric approach
由: Tomaliwan, Maria Francesca D.
出版: (2015)

A study on the inter-relationship between stock returns and selected economic variables
由: Gatmaitan, Miguel Carlo M., et al.
出版: (1997)

A comparative study of returns of CPF and blue chip stocks
由: Ihsan Yadiy Muhamad, et al.
出版: (2015)

Forecasting Volatility: Evidence from the German Stock Market
由: YU, Jun
出版: (2001)

Forecasting Volatility: Evidence from the German Stock Market
由: YU, Jun
出版: (2001)

Tests of stability for variances and means of overnight/intraday returns during bull and bear markets for the period 1995-1999
由: Choi, Jennifer L., et al.
出版: (2000)

Common risk factors in the returns on stocks : empirical evidence from Singapore.
由: Kurniawan, Morina., et al.
出版: (2011)

Why stock distribution announcement causes abnormal return
由: Napas Chailapakul
出版: (2018)

Edgeworth Approximations to the Distributions of Various Test Statistics
由: Sargan, J.D., et al.
出版: (1981)

A study on stock return variance during trading and non-trading periods of the thirty most actively traded stocks for the years 2007-2011 using GARCH
由: Coronado, Porzia Evol, et al.
出版: (2012)