Intraday Empirical Analysis and Modeling of Diversified World Stock Indices
| Year of publication: |
2005
|
|---|---|
| Authors: | Breymann, Wolfgang ; Kelly, Leah ; Platen, Eckhard |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 12.2005, 1, p. 1-28
|
| Publisher: |
Springer |
| Subject: | world stock index | intraday analysis | growth optimal portfolio | diversified portfolio | market activity | deseasonalization | square root process |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005810971