✦ LIBER ✦

Assessing symmetry of financial returns series

✍ Scribed by H.F. Coronel-Brizio; A.R. Hernández-Montoya; R. Huerta-Quintanilla; M. Rodríguez-Achach

Publisher: Elsevier Science
Year: 2007
Tongue: English
Weight: 161 KB
Volume: 383
Category: Article
ISSN: 0378-4371
DOI: 10.1016/j.physa.2007.04.122

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Cross-correlation and the predictability

Cross-correlation and the predictability of financial return series

✍ Wen-Qi Duan; H. Eugene Stanley 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 606 KB

A Markov model of financial returns

✍ M. Serva; U.L. Fulco; I.M. Gléria; M.L. Lyra; F. Petroni; G.M. Viswanathan 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 443 KB

Modelling financial time series with thr

Modelling financial time series with threshold nonlinearity in returns and trading volume

✍ Mike K. P. So; Cathy W. S. Chen; Thomas C. Chiang; Doris S. Y. Lin 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 184 KB 👁 1 views

Macroeconomic news and the returns of fi

Macroeconomic news and the returns of financial companies

✍ Bradley T. Ewing 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 114 KB

## Abstract This research is concerned with the response of the NASDAQ Financial 100 index to macroeconomic news. The paper employs the newly developed technique of **__generalized__** impulse response analysis to examine how macroeconomic shocks affect the performance of the financial sector. The

Microscopic origin of non-Gaussian distr

Microscopic origin of non-Gaussian distributions of financial returns

✍ T.S. Biró; R. Rosenfeld 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 724 KB

Random, but not so much a parameterizati

Random, but not so much a parameterization for the returns and correlation matrix of financial time series

✍ André C.R. Martins 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 315 KB