Comparing high frequency data of stocks that are traded simultaneously in the US and Germany : simulated versus empirical data
Year of publication: |
2011
|
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Authors: | Rieger, Jörg ; Rüchardt, Kirsten ; Vogt, Bodo |
Published in: |
Eurasian economic review : a journal of the Eurasia Business and Economics Society. - İstanbul, ISSN 1309-422X, ZDB-ID 2761001-9. - Vol. 1.2011, 2, p. 126-142
|
Subject: | Financial markets | Simulation | No-arbitrage condition | Stochastic processes | Deutschland | Germany | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process | Finanzmarkt | Financial market | Vergleich | Comparison | Volatilität | Volatility | USA | United States |
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