The continuous time random walk formalism in financial markets
Jaume Masoliver, Miquel Montero, Josep Perelló, George H. Weiss
| Year of publication: |
2006
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|---|---|
| Authors: | Masoliver, Jaume ; Montero, Miquel ; Perelló, Josep ; Weiss, George H. |
| Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 61.2006, 4, p. 577-598
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| Subject: | CAPM | Random Walk | Random walk |
| 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/10003405650