We have been concerned with investigating the structure of rate-of-return comovements among
major international equity markets. Working with 12 such markets we have analyzed the …

IN RECENT YEARS THE finance field has devoted considerable attention to studying the
response of security returns to various stimuli. A simple, but relevant way to dichotomize these" …

Several multivariate procedural approaches—canonical analysis, cluster analysis paired
with multiple discriminant analysis, and Taylor expansion regressions with trend surface …

There exists a significant body of empirical evidence indicating that the underlying distribution
from which samples of stock returns have been drawn may reasonably be characterized …

… Panton, DB, Cumulative distribution function values for symmetric standardized stable …
Panton, DB, Distribution function values for logstable distributions, Computers Math. Appl., 9 …

This paper empirically investigates three questions concerning currency futures traded on the
International Monetary Market (IMM) of the Chicago Mercantile Exchange: 1) Are currency …

The algorithm leading to a solution of the above question has been known at least since
Kaplan's 1965 tutorial [5] on Sturm's theorem. The Sturm-Kaplan method has the power to count …

A Semi-Strong Form Evaluation of the Efficiency of the Hog Futures Market: Comment. Sign In
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This paper points out errors in the stable variate generator used by Frankfurter and Lamoureux
(1987) in a recent simulation study. The study was aimed at determining whether or not …

… A mixed scaling for ⟨ u u ⟩ was found to be appropriate for pipes and channels by Panton.
The first use of mixed scaling might be Alfredsson and Johansson 7 in another setting. Of …