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MARKET AND PRICE FACTORS IN TRANSACTION-TO-TRANSACTION PRICE CHANGE BEHAVIOUR OF COMMON STOCKS.CAREY KJ; SHERR LA.1974; APPL. ECON.; G.B.; DA. 1974; VOL. 6; NO 1; PP. 45-58; BIBL. 7 REF.Article

ASYMMETRIC STABLE DISTRIBUTIONS OF STOCK PRICE CHANGESFIELITZ BD; SMITH EW.1972; J. AMER. STATIST. ASS.; U.S.A.; DA. 1972; VOL. 67; NO 340; PP. 813-814; BIBL. 13 REF.Serial Issue

THE STOCHASTIC DEPENDENCE OF SECURITY PRICE CHANGES AND TRANSACTION VOLUMES: IMPLICATIONS FOR THE MIXTURE-OF-DISTRIBUTIONS HYPOTHESIS.EPPS TW; EPPS ML.1976; ECONOMETRICA; E.U.; DA. 1976; VOL. 44; NO 2; PP. 305-321; BIBL. 26 REF.Article

ON THE STABLE PARETIAN BEHAVIOR OF STOCK-MARKET PRICES.DER ANN HSU; MILLER RB; WICHERN DW et al.1974; J. AMER. STATIST. ASS.; U.S.A.; DA. 1974; VOL. 69; NO 345; PP. 108-113; BIBL. 21 REF.Article

THE RANDOM NATURE OF STOCK-MARKET PRICES.BARRETT JF; WRIGHT DJ.1974; OPER. RES.; U.S.A.; DA. 1974; VOL. 22; NO 1; PP. 175-177; BIBL. 5 REF.Article

ESTIMATION OF STABLE LAW PARAMETERS. STOCK PRICE BEHAVIOR APPLICATION.LEITCH RA; PAULSON AS.1975; J. AMER. STATIST. ASS.; U.S.A.; DA. 1975; VOL. 70; NO 351 PART. 1; PP. 690-697; BIBL. 28 REF.Article

CHICAGO BOARD CALL OPTIONS AS PREDICTORS OF COMMON STOCK PRICE CHANGES.PANTON D.1976; J. ECONOMETR.; U.S.A.; DA. 1976; VOL. 4; NO 2; PP. 101-113; BIBL. 17 REF.Article

THE DISTRIBUTION OF SECURITY PRICE CHANGES: A TEST OF A VOLUME-MIXTURE MODEL WITH CAUCHY DISTURBANCESEPPS TW.1980; OPER. RES.; ISSN 0030-364X; USA; DA. 1980; VOL. 28; NO 5; PP. 1205-1212; BIBL. 20 REF.Article

ASYMMETRIC STABLE DISTRIBUTED SECURITY RETURNSSIMKOWITZ MA; BEEDLES WL.1980; J. AMER. STATIST. ASS.; USA; DA. 1980; VOL. 75; NO 370; PP. 306-312; BIBL. 20 REF.Article

THE STABLE LAWS IN SECURITY ANALYSIS.NICKLIN EH; PAULSON AS.1975; IN: MODELING SIMULATION. ANNU. CONF. 6; PITTSBURGH, PA.; 1975; PITTSBURGH; INSTRUM. SOC. AMERICA; DA. 1975; VOL. 1; PP. 451-457; BIBL. 17 REF.Conference Paper

COMOVEMENTS IN STOCKPRICES IN THE VERY SHORT RUNEPPS TW.1979; J. AMER. STATIST. ASS.; USA; DA. 1979; VOL. 74; NO 366 PART. 1; PP. 291-298; BIBL. 9 REF.Article

INTERFERENCE ROBUSTNESS OF ARIMA MODELS UNDER NON-NORMALITY: SPECIAL APPLICATION TO STOCK PRICE DATALEDOLTER J.1979; METRIKA; DEU; DA. 1979; VOL. 26; NO 1; PP. 43-56; BIBL. 17 REF.Article

INFERENCE ROBUSTNESS OF ARIMA MODELS UNDER NON-NORMALITY. SPECIAL APPLICATION TO STOCK PRICE DATA.LEDOLTER J.1976; INTERNATION. INST. APPL. SYST. ANAL., RES. MEMOR.; AUSTR.; DA. 1976; NO 75; PP. (27P.); BIBL. 16 REF.Serial Issue

COMPARISON OF SOME MODELS FOR SECURITY PRICE BEHAVIOR.DEVA KUMAR K; NICKLIN EH.1976; IN: MODELING AND SIMULATION. ANNU. PITTSBURGH CONF. 7. PROC.; PITTSBURGH; 1976; PITTSBURGH, PA.; INSTRUMENT SOC. OF AMERICA; DA. 1976; VOL. 1; PP. 98-103; BIBL. 17 REF.Conference Paper

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