Bayesian International Evidence on Heavy Tails, Non-Stationarity and Asymmetry over the Business Cycle-Reference-Cited by-同舟云学术

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Bayesian International Evidence on Heavy Tails, Non-Stationarity and Asymmetry over the Business Cycle

Published:2007-01-15 Issue:1 Volume:71 Page:151-168
ISSN:0306-7734
Container-title:International Statistical Review
language:en
Short-container-title:

Author:

Tsionas Efthymios G.

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference35 articles.

1. The stable-law model of stock returns.;Akrigay;Journal of Business and Economic Statistics,1988

2. Estimation of stable-law parameters: A comparative study.;Akrigay;Journal of Business and Economic Statistics,1989

3. Comment on Modeling asset returns with alternative stable distributions.;Baillie;Econometric Reviews,1993

4. Do recessions permanently affect output?;Beaudry;Journal of Monetary Economics,1993

5. Berndt , E.R. Hall , B.H. Hausman , J.A. 1974 Estimation and inference in non-linear structural models Annals of Economic and Social Measurement 653 665

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