MoneyScience News |
- Blog Post: TheFinancialServicesClub: Siri once worked for a Bank!
- Blog Post: TheAlephBlog: Book Review: The Safe Investor
- Published / Preprint: Self-affinity in financial asset returns. (arXiv:1401.7170v1 [q-fin.ST])
- Blog Post: iMFdirect: Jobs and Growth: Supporting the European Recovery
Blog Post: TheFinancialServicesClub: Siri once worked for a Bank! Posted: 29 Jan 2014 03:10 AM PST |
Blog Post: TheAlephBlog: Book Review: The Safe Investor Posted: 29 Jan 2014 12:58 AM PST |
Published / Preprint: Self-affinity in financial asset returns. (arXiv:1401.7170v1 [q-fin.ST]) Posted: 28 Jan 2014 05:30 PM PST We test for departures from normal and independent and identically distributed (NIID) returns, when returns under the alternative hypothesis are self-affine. Self-affine returns are either fractionally integrated and long-range dependent, or drawn randomly from an L-stable distribution with infinite higher-order moments. The finite sample performance of estimators of the two forms of... Visit MoneyScience for the Complete Article. |
Blog Post: iMFdirect: Jobs and Growth: Supporting the European Recovery Posted: 27 Jan 2014 11:07 PM PST |
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