Daily returns in international stock markets : predictability, nonlinearity, and transaction costs
Steve Satchell and Allan Timmermann
| Year of publication: |
1996
|
|---|---|
| Authors: | Satchell, Stephen |
| Other Persons: | Timmermann, Allan (contributor) |
| Published in: |
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-47141-9. - 1996, p. 369-391
|
| Subject: | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis | Chaostheorie | Chaos theory | Theorie | Theory | Schätzung | Estimation | Welt | World | 1980-1992 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001297232