A high-low-based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns
Stefan Klößner
| Year of publication: |
2009
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|---|---|
| Authors: | Klößner, Stefan |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 14.2010, 1, p. 1-12
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| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003924780