Random walks and the temporal dimension of risk
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Cited by:
- Aparicio, Felipe M. & Estrada, Javier, 1997. "Empirical distributions of stock returns: european securities markets, 1990-95," DEE - Working Papers. Business Economics. WB 7054, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Dima, Bogdan & Barna, Flavia & Pirtea, Marilen & Nachescu, Miruna, 2007. "The Analisis Of The Bet-Fi Index’S Static Properties," MPRA Paper 5871, University Library of Munich, Germany.
- Barna, Flavia & Dima, Bogdan & Labunet, Aurora, 2003. "Eficienţa Pieţei Financiare Din România - Condiţie Necesară În Perspectiva Aderării La Uniunea Europeană," MPRA Paper 5870, University Library of Munich, Germany.
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Keywords
Time series of stock returns;Statistics
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