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THE DISTRIBUTION OF FOREIGN-EXCHANGE PRICE CHANGES - TRADING DAY EFFECTS AND RISK MEASUREMENT
被引:138
作者
:
MCFARLAND, JW
论文数:
0
引用数:
0
h-index:
0
MCFARLAND, JW
PETTIT, RR
论文数:
0
引用数:
0
h-index:
0
PETTIT, RR
SUNG, SK
论文数:
0
引用数:
0
h-index:
0
SUNG, SK
机构
:
来源
:
JOURNAL OF FINANCE
|
1982年
/ 37卷
/ 03期
关键词
:
D O I
:
10.1111/j.1540-6261.1982.tb02218.x
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:693 / 715
页数:23
相关论文
共 37 条
[1]
COMPARISON OF STABLE AND STUDENT DISTRIBUTIONS AS STATISTICAL MODELS FOR STOCK PRICES
BLATTBERG, RC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
BLATTBERG, RC
GONEDES, NJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
GONEDES, NJ
[J].
JOURNAL OF BUSINESS,
1974,
47
(02)
: 244
-
280
[2]
BLATTBERG RC, 1975, 7501 U CHIC CTR MATH
[3]
Conover William Jay., 1998, PRACTICAL NONPARAMET, V350
[4]
Cootner P., 1964, RANDOM CHARACTER STO, P17
[5]
EFFICIENCY OF MARKET FOR FOREIGN-EXCHANGE UNDER FLOATING EXCHANGE-RATES
CORNELL, WB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ARIZONA,TUCSON,AZ 85721
UNIV ARIZONA,TUCSON,AZ 85721
CORNELL, WB
DIETRICH, JK
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ARIZONA,TUCSON,AZ 85721
UNIV ARIZONA,TUCSON,AZ 85721
DIETRICH, JK
[J].
REVIEW OF ECONOMICS AND STATISTICS,
1978,
60
(01)
: 111
-
120
[6]
Cross Frank, FINANCIAL ANAL J, V29, P67
[7]
THE DISTRIBUTION OF THE RATIO, IN A SINGLE NORMAL SAMPLE, OF RANGE TO STANDARD DEVIATION
DAVID, HA
论文数:
0
引用数:
0
h-index:
0
DAVID, HA
HARTLEY, HO
论文数:
0
引用数:
0
h-index:
0
HARTLEY, HO
PEARSON, ES
论文数:
0
引用数:
0
h-index:
0
PEARSON, ES
[J].
BIOMETRIKA,
1954,
41
(3-4)
: 482
-
493
[8]
FUTURES TRADING AND INVESTOR RETURNS - INVESTIGATION OF COMMODITY MARKET RISK PREMIUMS
DUSAK, K
论文数:
0
引用数:
0
h-index:
0
DUSAK, K
[J].
JOURNAL OF POLITICAL ECONOMY,
1973,
81
(06)
: 1387
-
1406
[9]
SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
ROLL, R
论文数:
0
引用数:
0
h-index:
0
ROLL, R
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1968,
63
(323)
: 817
-
&
[10]
PARAMETER ESTIMATES FOR SYMMETRIC STABLE DISTRIBUTIONS
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
ROLL, R
论文数:
0
引用数:
0
h-index:
0
ROLL, R
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1971,
66
(334)
: 331
-
338
←
1
2
3
4
→
共 37 条
[1]
COMPARISON OF STABLE AND STUDENT DISTRIBUTIONS AS STATISTICAL MODELS FOR STOCK PRICES
BLATTBERG, RC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
BLATTBERG, RC
GONEDES, NJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
GONEDES, NJ
[J].
JOURNAL OF BUSINESS,
1974,
47
(02)
: 244
-
280
[2]
BLATTBERG RC, 1975, 7501 U CHIC CTR MATH
[3]
Conover William Jay., 1998, PRACTICAL NONPARAMET, V350
[4]
Cootner P., 1964, RANDOM CHARACTER STO, P17
[5]
EFFICIENCY OF MARKET FOR FOREIGN-EXCHANGE UNDER FLOATING EXCHANGE-RATES
CORNELL, WB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ARIZONA,TUCSON,AZ 85721
UNIV ARIZONA,TUCSON,AZ 85721
CORNELL, WB
DIETRICH, JK
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ARIZONA,TUCSON,AZ 85721
UNIV ARIZONA,TUCSON,AZ 85721
DIETRICH, JK
[J].
REVIEW OF ECONOMICS AND STATISTICS,
1978,
60
(01)
: 111
-
120
[6]
Cross Frank, FINANCIAL ANAL J, V29, P67
[7]
THE DISTRIBUTION OF THE RATIO, IN A SINGLE NORMAL SAMPLE, OF RANGE TO STANDARD DEVIATION
DAVID, HA
论文数:
0
引用数:
0
h-index:
0
DAVID, HA
HARTLEY, HO
论文数:
0
引用数:
0
h-index:
0
HARTLEY, HO
PEARSON, ES
论文数:
0
引用数:
0
h-index:
0
PEARSON, ES
[J].
BIOMETRIKA,
1954,
41
(3-4)
: 482
-
493
[8]
FUTURES TRADING AND INVESTOR RETURNS - INVESTIGATION OF COMMODITY MARKET RISK PREMIUMS
DUSAK, K
论文数:
0
引用数:
0
h-index:
0
DUSAK, K
[J].
JOURNAL OF POLITICAL ECONOMY,
1973,
81
(06)
: 1387
-
1406
[9]
SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
ROLL, R
论文数:
0
引用数:
0
h-index:
0
ROLL, R
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1968,
63
(323)
: 817
-
&
[10]
PARAMETER ESTIMATES FOR SYMMETRIC STABLE DISTRIBUTIONS
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
ROLL, R
论文数:
0
引用数:
0
h-index:
0
ROLL, R
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1971,
66
(334)
: 331
-
338
←
1
2
3
4
→