A state-space model of diffusion-jump process with heteroscedasticity : estimating the daily flow of information in stock prices
Myung-Jig Kim
| Year of publication: |
1995
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|---|---|
| Authors: | Kim, Myung-jig |
| Published in: |
Kyŏngje-yŏn'gu. - Seoul, Korea : [Verlag nicht ermittelbar], ZDB-ID 1138154-1. - Vol. 16.1995, 2, p. 287-305
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| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Informationsverbreitung | Information dissemination | Schätztheorie | Estimation theory | Theorie | Theory |
| 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/10001205483