Intraday Stock Price Dependence Using Dynamic Discrete Copula Distributions
Year of publication: |
2015
|
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Authors: | Koopman, Siem Jan |
Other Persons: | Lit, Rutger (contributor) ; Lucas, Andre (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Börsenkurs | Share price | Multivariate Verteilung | Multivariate distribution | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Schätzung | Estimation |
Extent: | 1 Online-Ressource (40 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 19, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2580840 [DOI] |
Classification: | C32 - Time-Series Models ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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