Apparently stable increments in finance data: could arch effects be the cause ?

Kunst, Robert M. (1993) Apparently stable increments in finance data: could arch effects be the cause ? Journal of Statistical Computation and Simulation, 45 (1-2), pp. 121-127.

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Item Type: Article in Academic Journal
Status: Published
Date Deposited: 26 Jan 2015 13:59
Last Modified: 01 Apr 2016 14:16
URI: http://irihs.ihs.ac.at/id/eprint/2660

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