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.

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

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