A statistical model of changes in asset prices employing intraday data : a recursive approach
Roy A. Fletcher
| Year of publication: |
1993
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|---|---|
| Authors: | Fletcher, Roy A. |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 2.1993, 2, p. 43-58
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| Subject: | Börsenkurs | Share price | CAPM | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Zustandsraummodell | State space model | Schätzung | Estimation | USA | United States | 1987 |
| Extent: | Graph. Darst |
|---|---|
| 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/10001159830