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

Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471 (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. DOI: 10.1080/00949659308811475

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Item Type:	Article in Academic Journal
Date Deposited:	26 Jan 2015 13:59
Last Modified:	16 Jan 2019 15:21
DOI:	10.1080/00949659308811475
ISSN:	0094-9655
URI:	https://irihs.ihs.ac.at/id/eprint/2660

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