The stochastic volatility in mean model and automation : evidence from TSE
Ata Assaf
| Year of publication: |
2006
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|---|---|
| Authors: | Assaf, Ata |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 46.2006, 2, p. 241-253
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| Subject: | Elektronisches Handelssystem | Electronic trading | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | Kanada | Canada | 1989-2002 |
| 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/10003334668