Search Results

Linking movement behaviour, dispersal and population processes: is individual variation a key?

Author: Hawkes, Colin

Source: Journal of Animal Ecology, Volume 78, Number 5, September 2009 , pp. 894-906(13)

Publisher: Blackwell Publishing

Avoidance of fisheries-induced evolution: management implications for catch selectivity and limit reference points

Author: Hutchings, Jeffrey A.

Source: Evolutionary Applications, Volume 2, Number 3, August 2009 , pp. 324-334(11)

Publisher: Blackwell Publishing

Earnings announcements by UK companies: Evidence of extreme events?

Authors: Alegria, Carlos; McKenzie, George; Wolfe, Simon

Source: The European Journal of Finance, Volume 15, Number 2, February 2009 , pp. 137-156(20)

Publisher: Routledge, part of the Taylor & Francis Group

American Option Pricing Using GARCH Models and the Normal Inverse Gaussian Distribution

Author: Stentoft, Lars

Source: Journal of Financial Econometrics, Volume 6, Number 4, 23 July 2008 , pp. 540-582(43)

Publisher: Oxford University Press

Student-t distribution based VAR-MGARCH: an application of the DCC model on international portfolio risk management

Author: Ku, Yuan-Hung Hsu

Source: Applied Economics, Volume 40, Number 13, July 2008 , pp. 1685-1697(13)

Publisher: Routledge, part of the Taylor & Francis Group

Duration dependence test for rational bubbles in Chinese stock market

Author: Zhang, Bing

Source: Applied Economics Letters, Volume 15, Number 8, June 2008 , pp. 635-639(5)

Publisher: Routledge, part of the Taylor & Francis Group

Normal log-normal mixture, leptokurtosis and skewness

Author: Yang, Minxian

Source: Applied Economics Letters, Volume 15, Number 9, July 2008 , pp. 737-742(6)

Publisher: Routledge, part of the Taylor & Francis Group

Comparing Sharpe ratios: So where are the p-values?

Author: Opdyke, John Douglas (J.D.)

Source: Journal of Asset Management, Volume 8, Number 5, December 2007 , pp. 308-336(29)

Publisher: Palgrave Macmillan

Power kurtosis transformations: Definition, properties and ordering

Authors: Klein, Ingo; Fischer, Matthias

Source: Allgemeines Statistisches Archiv, Volume 90, Number 3, September 2006 , pp. 395-401(7)

Publisher: Springer

Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach

Authors: Hodgson, Douglas; Slade, Barrett; Vorkink, Keith

Source: The Journal of Real Estate Finance and Economics, Volume 32, Number 2, March 2006 , pp. 151-168(18)

Publisher: Springer

Modeling risk for long and short trading positions

Authors: Angelidis, Timotheos; Degiannakis, Stavros

Source: The Journal of Risk Finance Incorporating Balance Sheet, Volume 6, Number 3, 2005 , pp. 226-238(13)

Publisher: Emerald Group Publishing Limited

Likelihood Evidence on the Asset Returns Puzzle

Author: Tsionas, Efthymios G.

Source: The Review of Economic Studies, Volume 72, Number 3, July 2005 , pp. 917-946(30)

Publisher: Blackwell Publishing

Refractive error and ocular biometry in Jordanian adults

Authors: Mallen, Edward A. H.; Gammoh, Yazan; Al-Bdour, Muawyah; Sayegh, Fouad N.

Source: Ophthalmic and Physiological Optics, Volume 25, Number 4, July 2005 , pp. 302-309(8)

Publisher: Blackwell Publishing

Implicit Bayesian Inference Using Option Prices

Authors: Martin, GaelM.; Forbes, CatherineS.; Martin, VanceL.

Source: Journal of Time Series Analysis, Volume 26, Number 3, May 2005 , pp. 437-462(26)

Publisher: Blackwell Publishing

A Test for Symmetry with Leptokurtic Financial Data

Author: Premaratne, Gamini

Source: Journal of Financial Econometrics, Volume 3, Number 2, 2005 , pp. 169-187(19)

Publisher: Oxford University Press

PRICING AUSTRALIAN S&P200 OPTIONS: A BAYESIAN APPROACH BASED ON GENERALIZED DISTRIBUTIONAL FORMS

Authors: DavidB. Flynn; SimoneD. Grose; GaelM. Martin; VanceL. Martin

Source: Australian & New Zealand Journal of Statistics, Volume 47, Number 1, March 2005 , pp. 101-117(17)

Publisher: Blackwell Publishing

An empirical investigation of asset price bubbles in Latin American emerging financial markets

Authors: Sarno L.; Taylor M.P.

Source: Applied Financial Economics, Volume 13, Number 9, September 2003 , pp. 635-643(9)

Publisher: Routledge, part of the Taylor & Francis Group

Growth models and the expected distribution of fluctuating asymmetry

Authors: GRAHAM, JOHN H.; SHIMIZU, KUNIO; EMLEN, JOHN M.; FREEMAN, D. CARL; MERKEL, JOHN

Source: Biological Journal of the Linnean Society, Volume 80, Number 1, September 2003 , pp. 57-65(9)

Publisher: Blackwell Publishing

Simple tests for peakedness, fat tails and leptokurtosis based on quantiles

Authors: Schmid F.; Trede M.

Source: Computational Statistics and Data Analysis, Volume 43, Number 1, 28 May 2003 , pp. 1-12(12)

Publisher: Elsevier

Kurtosis of GARCH and stochastic volatility models with non-normal innovations

Authors: Bai X.; Russell J.R.; Tiao G.C.

Source: Journal of Econometrics, Volume 114, Number 2, June 2003 , pp. 349-360(12)

Publisher: Elsevier