Empirically based modeling in financial economics and beyond, and spurious stylized facts
Year of publication: |
2008
|
---|---|
Authors: | Bassler, Kevin E. ; Gunaratne, Gemunu H. ; McCauley, Joseph L. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 17.2008, 5, p. 767-783
|
Subject: | Zeitreihenanalyse | Time series analysis | Martingal | Martingale | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Theorie | Theory |
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