Author:
Engle Robert F.,Gonzalez-Rivera Gloriá
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Reference27 articles.
1. On Measuring Skewness and Elongation in Common Stock Return Distributions: The Case of the Market Index
2. On Adaptive Estimation
3. Black, F. “Studies of Stock Price Volatility Changes,”. Proceedings of the Business and Economic Statistics Section. pp.177–181. American Statistical Association.
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59 articles.
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