Econometric modelling of stock market intraday activity
by Luc Bauwens and Pierre Giot
| Year of publication: |
2001
|
|---|---|
| Authors: | Bauwens, Luc ; Giot, Pierre |
| Other Persons: | Giot, Pierre-Roland (contributor) |
| Publisher: |
Boston, Mass. [u.a.] : Kluwer Acad. Publ. |
| Subject: | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Volatility | ARCH-Modell | ARCH model | Ökonometrisches Modell | Econometric model | Börse | Preisbildung | Tageswert |
| Description of contents: | Table of Contents [external.dandelon.com] ; Description [loc.gov] ; Description [loc.gov] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | XV, 177 S. graph. Darst |
|---|---|
| Series: | Advanced studies in theoretical and applied econometrics : ASTA. - Berlin, Germany : Springer, ISSN 1570-5811, ZDB-ID 58767-9. - Vol. 38 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| ISBN: | 0-7923-7424-X |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001584609