Nonlinear noise estimation in international stock markets : coarse-grained entropy method
Yong Fang
| Year of publication: |
2010
|
|---|---|
| Authors: | Fang, Yong |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 2.2010, 1, p. 97-104
|
| Subject: | Entropie | Entropy | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Schätztheorie | Estimation theory | Noise Trading | Noise trading | Schätzung | Estimation | Börsenkurs | Share price | Volatilität | Volatility | Finanzmarkt | Financial market | Welt | World | Nichtlineare Regression | Nonlinear regression |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009311097