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Tests for location-scale families based on the empirical characteristic function

Metrika, 2005-09, Vol.62 (1), p.99-114

Epps, T.W.

2005

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Quantitative finance: its development , mathematical foundations, and current scope

Epps, T. Wake

1st ed., 2009

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Limiting behavior of the ICF test for normality under Gram–Charlier alternatives

Statistics & probability letters, 1999-04, Vol.42 (2), p.175-184

Epps, T.W.

1999

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Characteristic Functions and Their Empirical Counterparts: Geometrical Interpretations and Applications to Statistical Inference

The American statistician, 1993-02, Vol.47 (1), p.33-38

Epps, T. W.

1993

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Assessing the FDIC's premium and examination policies using ‘Soviet’ put options

Journal of banking & finance, 1996-05, Vol.20 (4), p.699-721

1996

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A test for normality based on the empirical characteristic function

Biometrika, 1983-12, Vol.70 (3), p.723-726

1983

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Stock prices as branching processes in random environments: estimation

Communications in statistics. Simulation and computation, 1999-01, Vol.28 (4), p.957-975

1999

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Testing That a Stationary Time Series is Gaussian

The Annals of statistics, 1987-12, Vol.15 (4), p.1683-1698

Epps, T. W.

1987

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A test of fit for lattice distributions

Communications in statistics. Theory and methods, 1995-01, Vol.24 (6), p.1455-1479

Epps, T.W.

1995

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Testing that a Gaussian Process is Stationary

The Annals of statistics, 1988-12, Vol.16 (4), p.1667-1683

Epps, T. W.

1988

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A Test of Exponentiality Vs. Monotone-Hazard Alternatives Derived from the Empirical Characteristic Function

Journal of the Royal Statistical Society. Series B, Statistical methodology, 1986-01, Vol.48 (2), p.206-213

1986

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Implementing the growth-optimal policy for choosing portfolios

Journal of economics and business, 1990-05, Vol.42 (2), p.153-164

1990

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Maximum-likelihood estimation for galton-watson processes

Communications in statistics. Theory and methods, 1992-01, Vol.21 (3), p.733-748

1992

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Characteristic Functions and Their Empirical Counterparts: Geometrical Interpretations and Applications to Statistical Inference

The American statistician, 1993-02, Vol.47 (1), p.33

Epps, T. W.

1993

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Parameter estimates and tests of fit for infinite mixture distributions

Communications in statistics. Theory and methods, 1985, Vol.14 (12), p.3125-3145

1985

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An omnibus test for the two-sample problem using the empirical characteristic function

Journal of statistical computation and simulation, 1986-12, Vol.26 (3-4), p.177-203

1986

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Stock prices as branching processes

Communications in statistics. Stochastic models, 1996-01, Vol.12 (4), p.529-558

Epps, T.W.

1996

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The Demand for Brokers' Services: The Relation between Security Trading Volume and Transaction Cost

Bell Journal of Economics, 1976-04, Vol.7 (1), p.163-194

Epps, Thomas W.

1976

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A test of separate families of distributions based on the empirical moment generating function

Biometrika, 1982-08, Vol.69 (2), p.391-399

1982

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Comovements in Stock Prices in the Very Short Run

Journal of the American Statistical Association, 1979-06, Vol.74 (366), p.291

Epps, Thomas W.

1979

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The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis

Econometrica, 1976-03, Vol.44 (2), p.305-321

1976

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Parameter estimates and tests of fit for infinite mixther distrirutions

Communications in statistics. Theory and methods, 1985-01, Vol.14 (12), p.3125-3145

1985

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Security Price Changes and Transaction Volumes: Theory and Evidence

The American economic review, 1975-09, Vol.65 (4), p.586-597

Epps, Thomas W.

1975

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Interest and Bond Prices

Quantitative Finance, 2009, p.53-69

Epps, T. W

2009

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Distributions of Returns

Quantitative Finance, 2009, p.139-154

Epps, T. W

2009

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Tests for location-scale families based on the empirical characteristic function

Quantitative finance: its development , mathematical foundations, and current scope

Limiting behavior of the ICF test for normality under Gram–Charlier alternatives

Characteristic Functions and Their Empirical Counterparts: Geometrical Interpretations and Applications to Statistical Inference

Assessing the FDIC's premium and examination policies using ‘Soviet’ put options

A test for normality based on the empirical characteristic function

Stock prices as branching processes in random environments: estimation

Testing That a Stationary Time Series is Gaussian

A test of fit for lattice distributions

Testing that a Gaussian Process is Stationary

A Test of Exponentiality Vs. Monotone-Hazard Alternatives Derived from the Empirical Characteristic Function

Implementing the growth-optimal policy for choosing portfolios

Maximum-likelihood estimation for galton-watson processes

Characteristic Functions and Their Empirical Counterparts: Geometrical Interpretations and Applications to Statistical Inference

Parameter estimates and tests of fit for infinite mixture distributions

An omnibus test for the two-sample problem using the empirical characteristic function

Stock prices as branching processes

The Demand for Brokers' Services: The Relation between Security Trading Volume and Transaction Cost

A test of separate families of distributions based on the empirical moment generating function

Comovements in Stock Prices in the Very Short Run

The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis

Parameter estimates and tests of fit for infinite mixther distrirutions

Security Price Changes and Transaction Volumes: Theory and Evidence

Interest and Bond Prices

Distributions of Returns

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