A discrete and a continuous-time model based on a technical trading rule
João Nicolau
| Year of publication: |
2007
|
|---|---|
| Authors: | Nicolau, João |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 5.2007, 2, p. 266-284
|
| Subject: | Volatilität | Volatility | Börsenkurs | Share price | Finanzanalyse | Financial analysis | ARCH-Modell | ARCH model | Theorie | Theory | Deutschland | Germany | USA | United States | 1990-2006 |
| 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/10003518341