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Applied Financial Economics Volume 18, 2008 - Issue 16
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Original Articles

Empirical distributions of stock returns: Paris stock market, 1980–2003

Stella Kanellopoulou CERMSEM, Université Paris 1- Panthéon-Sorbonne, 106-112 De l'Hopital Avenue, 75647, Paris Cedex 13, FranceCorrespondence[email protected]
&
Epaminondas Panas Department of Statistics, Athens University of Economics and Business, 76, Patission Street, Athens, 10434, Greece
Pages 1289-1302 | Published online: 29 Jul 2008

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Read on this site (2)

Adel Boubaker & Beljid Makram. (2012) Modelling heavy tails and double long memory in North African stock market returns. The Journal of North African Studies 17:2, pages 195-214.
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Luiz Renato Lima & Zhijie Xiao. (2010) Is there long memory in financial time series?. Applied Financial Economics 20:6, pages 487-500.
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Articles from other publishers (4)

Juha Kotkatvuori-Örnberg. (2016) Measuring actual daily volatility from high frequency intraday returns of the S&P futures and index observations. Expert Systems with Applications 43, pages 213-222.
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Teder A.Sander P.Mitt T.. (2014) Trend Is Your Friend, or Is It: Empirical Evidence from 60-Year US Stock Market Data. International Journal of Trade, Economics and Finance 5:3, pages 292-295.
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Xiaoqiang Lin & Fangyu Fei. (2013) Long memory revisit in Chinese stock markets: Based on GARCH-class models and multiscale analysis. Economic Modelling 31, pages 265-275.
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Markus Vogl. (2021) Controversy in Financial Chaos Research and Nonlinear Dynamics: A Short Literature Review. SSRN Electronic Journal.
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