Comparing high frequency data of stocks that are traded simultaneously in the US and Germany : simulated versus empirical data
Jörg Rieger, Kirsten Rüchardt, and Bodo Vogt
| 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 : [Verlag nicht ermittelbar], ISSN 1309-422X, ZDB-ID 2761001-9. - Vol. 1.2011, 2, p. 126-142
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| Subject: | Financial markets | Simulation | No-arbitrage condition | Stochastic processes | Deutschland | Germany | Finanzmarkt | Financial market | Börsenkurs | Share price | USA | United States | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Vergleich | Comparison | Theorie | Theory |
| 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/10010340017