5 results
HOW DOES STOCK MARKET VOLATILITY REACT TO OIL PRICE SHOCKS?
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- Journal:
- Macroeconomic Dynamics / Volume 22 / Issue 3 / April 2018
- Published online by Cambridge University Press:
- 16 January 2017, pp. 666-682
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Limit theorems for a supercritical Poisson random indexed branching process
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- Journal:
- Journal of Applied Probability / Volume 53 / Issue 1 / March 2016
- Published online by Cambridge University Press:
- 24 March 2016, pp. 307-314
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- March 2016
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INTRINSIC BUBBLES AND FAT TAILS IN STOCK PRICES: A NOTE
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- Journal:
- Macroeconomic Dynamics / Volume 11 / Issue 3 / June 2007
- Published online by Cambridge University Press:
- 20 March 2007, pp. 405-422
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ENDOGENOUS SHORT-SALE CONSTRAINT, STOCK PRICES AND OUTPUT CYCLES
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- Journal:
- Macroeconomic Dynamics / Volume 1 / Issue 1 / January 1997
- Published online by Cambridge University Press:
- 02 March 2005, pp. 228-254
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Linnik distributions and processes
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- Journal:
- Journal of Applied Probability / Volume 30 / Issue 2 / June 1993
- Published online by Cambridge University Press:
- 14 July 2016, pp. 330-340
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- June 1993
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