A high-low-based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns
| Year of publication: |
2009
|
|---|---|
| Authors: | Klößner, Stefan |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 14.2009, 1, p. 1-13
|