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Volumn 29, Issue 10-12, 1999, Pages 197-201

Testing for bivariate symmetry: An empirical application

Author keywords

Bivariate symmetry; Exchange rates; Great Crash; Market efficiency; Spectral measure

Indexed keywords


EID: 0033133860     PISSN: 08957177     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0895-7177(99)00102-8     Document Type: Article
Times cited : (5)

References (8)
  • 1
    • 48549113655 scopus 로고
    • Forward and spot exchange rates
    • 1. E.F. Fama, Forward and spot exchange rates, Journal of Monetary Economics 14, 319-338 (1984).
    • (1984) Journal of Monetary Economics , vol.14 , pp. 319-338
    • Fama, E.F.1
  • 2
    • 0030306170 scopus 로고    scopus 로고
    • Asymmetry in forward exchange rate bias: A puzzling result
    • 2. Y. Wu and H. Zhang, Asymmetry in forward exchange rate bias: A puzzling result, Economics Letters 50, 407-411 (1996).
    • (1996) Economics Letters , vol.50 , pp. 407-411
    • Wu, Y.1    Zhang, H.2
  • 3
    • 0001504360 scopus 로고
    • The variation of certain speculative prices
    • 3. B. Mandelbrot, The variation of certain speculative prices, Journal of Business 26, 394-419 (1963).
    • (1963) Journal of Business , vol.26 , pp. 394-419
    • Mandelbrot, B.1
  • 6
    • 70350656348 scopus 로고    scopus 로고
    • Financial applications of stable distributions
    • North-Holland, Amsterdam
    • 6. J.H. McCulloch, Financial applications of stable distributions, In Handbook of Statistics, Volume 14, North-Holland, Amsterdam, (1996).
    • (1996) Handbook of Statistics , vol.14
    • McCulloch, J.H.1
  • 7
    • 0000799857 scopus 로고
    • Test on association of random variables in the domain of attraction of a multivariate stable law
    • 7. S.T. Rachev and H. Xin, Test on association of random variables in the domain of attraction of a multivariate stable law, Probability and Mathematical Statistics 14, 125-141 (1993).
    • (1993) Probability and Mathematical Statistics , vol.14 , pp. 125-141
    • Rachev, S.T.1    Xin, H.2
  • 8
    • 0004149668 scopus 로고
    • Unpublished Ph.D. Dissertation, Department of Economics, SUNY, Stony Brook, NY
    • 8. Y. Chen, Distributions for asset returns, Unpublished Ph.D. Dissertation, Department of Economics, SUNY, Stony Brook, NY (1990).
    • (1990) Distributions for Asset Returns
    • Chen, Y.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.