Stochastic time change, volatility, and normality of returns : a high-frequency dats analysis with a sample of LSE stocks
Olfa Borsali and Amel Zenaidi
| Year of publication: |
2008
|
|---|---|
| Authors: | Borsali, Olfa ; Zenaidi, Amel |
| Published in: |
Risk management and value : valuation and asset price. - New Jersey [u.a.] : World Scientific, ISBN 981-277-073-9. - 2008, p. 129-150
|
| Subject: | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics | Volatilität | Volatility | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003686172