Long memory effects trading strategy
Oliver Jim Blaskowitz and Peter Schmidt
| Year of publication: |
2002
|
|---|---|
| Authors: | Blaskowitz, Oliver Jim ; Schmidt, Peter |
| Published in: |
Applied quantitative finance : theory and computational tools. - Berlin : Springer, ISBN 3-540-43460-7. - 2002, p. 309-322
|
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | ARMA-Modell | ARMA model |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001750011