Zobrazeno 1 - 10
of 103
pro vyhledávání: '"Eom, Cheoljun"'
Publikováno v:
In International Review of Financial Analysis October 2024 95 Part B
Publikováno v:
In International Review of Financial Analysis May 2024 93
This study empirically re-examines fat tails in stock return distributions by applying statistical methods to an extensive dataset taken from the Korean stock market. The tails of the return distributions are shown to be much fatter in recent periods
Externí odkaz:
http://arxiv.org/abs/1904.02567
Publikováno v:
In International Review of Financial Analysis May 2023 87
Autor:
Eom, Cheoljun, Park, Jong Won
Publikováno v:
In Research in International Business and Finance April 2023 65
Autor:
Eom, Cheoljun *, Park, Jong Won
Publikováno v:
In Research in International Business and Finance October 2021 57
Publikováno v:
In North American Journal of Economics and Finance April 2021 56
Publikováno v:
In North American Journal of Economics and Finance November 2020 54
Autor:
Eom, Cheoljun, Park, Jong Won
Publikováno v:
In North American Journal of Economics and Finance January 2020 51
Publikováno v:
In Physica A: Statistical Mechanics and its Applications 15 January 2019 514:511-521