Browsing The Economic and Social Review, Vol. 29, No. 4, October, 1998 by Subject "Distributional models"
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Testing distributional models for the Irish equity market
(Economic & Social StudiesDublin, 1998)This study outlines distributional properties and tests the applicability of different models for the ISEQ index and its major constituents. A Stability under Additions procedure is applied to raw, filtered and rescaled ...