Using empirical mode decomposition to compare Gaussian and Non-Gaussian model of stock price distribution
Kousik Guhathakurta; Basabi Bhattacharya; A. Roy Chowdhury
| Year of publication: |
2010
|
|---|---|
| Authors: | Guhathakurta, Kousik ; Bhattacharya, Basabi ; Roy Chowdhury, Asesh |
| Published in: |
Decision. - Calcutta : Inst., ISSN 0304-0941, ZDB-ID 196771-X. - Vol. 37.2010, 1, p. 101-122
|
| Subject: | Börsenkurs | Share price | Theorie | Theory | Statistische Verteilung | Statistical distribution | Dekompositionsverfahren | Decomposition method | Stochastischer Prozess | Stochastic process |
| 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/10008657225