The European Physical Journal B · 2016 · 27 citations · 24 references
BusinessEconomicsFinanceFinancial EconometricsFinancial EconomicsFinancial MarketsAsset Pricing EmpiricsAsset Return ModelingCapital MarketsCointegration AnalysisCross-sectional EconometricsDependence ModelingCointegration In Financial MarketsCorrelation DynamicsCross-section Of Asset ReturnsCross-sectional Return VariationDependence In Asset Returns
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Empirical properties of asset returns: stylized facts and statistical issues
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