Concepedia
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Publications
2
Citations
986
H-Index
Active since
1976
Mary Lee Epps is an author specializing in volatility modeling, business, and asset pricing.
Top concepts
FinanceBusinessEconomicsStatisticsEconometricsAsset PricingEconomic AnalysisVolatility Modeling
Publications per year
1976–1977
The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis
T. W. Epps, Mary Lee Epps · Econometrica · 1976 · 950 citations
The Robustness of Some Standard Tests for Autocorrelation and Heteroskedasticity when Both Problems Are Present
T. W. Epps, Mary Lee Epps · Econometrica · 1977 · 36 citations
Volatility Modeling, Economics, Problems Are Present +8
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