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Journal of Statistical Computation and Simulation Volume 45, 1993 - Issue 1-2
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Original Articles

Apparently stable increments in finance data: could arch effects be the cause ?

Robert M. Kunst Institute for Advanced Studies, Vienna; University of California, San Diego
Pages 121-127 | Received 02 Jun 1992, Published online: 30 Mar 2007

Citations (6)

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Read on this site (2)

Ioannis A. Koutrouvelis & Simos G. Meintanis. (1999) Testing for stability based on the empirical characteristic funstion with applications to financial data. Journal of Statistical Computation and Simulation 64:4, pages 275-300.
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Michael A. Hauser, Robert M. Kunst & Erhard Reschenhofer. (1994) Modelling exchange rates: long-run dependence versus conditional heteroscedasticity. Applied Financial Economics 4:3, pages 233-239.
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Articles from other publishers (4)

Truc Giang Vo Thi. 2021. Nature of Computation and Communication. Nature of Computation and Communication 192 208 .
Phuc HO DANG & Truc Giang VO THİ. (2020) Gaussian copula of stable random vectors and application. Hacettepe Journal of Mathematics and Statistics 49:2, pages 887-901.
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NAM BUI QUANG & PHUC HO DANG. (2014) STABLE AND SEMISTABLE PROBABILITY MEASURES ON CONVEX CONE. Journal of the Australian Mathematical Society 98:3, pages 390-406.
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Robert M. Kunst & Wolfgang Polasek. 1994. Econometric Analysis of Financial Markets. Econometric Analysis of Financial Markets 105 128 .

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