Listar por tema "E19"

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    • closedAccess   A note on institutional hierarchy and volatility in financial markets 

      Alfarano, Simone; Raddant, Matthias; Milakovic, Mishael Taylor & Francis (2012)
      From a statistical point of view, the prevalence of non-Gaussian distributions in financial returns and their volatilities shows that the Central Limit Theorem (CLT) often does not apply in financial markets. In this ...