Detecting outliers in stock market returns
Year of publication: |
1990
|
---|---|
Authors: | Kanto, Antti J. ; Tuovila, Olavi A. |
Publisher: |
Vaasa |
Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis |
Extent: | 10 S. : graph. Darst |
---|---|
Series: | Proceedings of the University of Vaasa / Discussion papers. - Vaasa, ISSN 0358-870X, ZDB-ID 1458624-1. |
Type of publication: | Book / Working Paper |
Language: | English |
ISBN: | 951-683-360-8 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Schmitt, Noemi, (2017)
-
Volatility and calendar anomaly through GARCH model : evidence from the selected G20 stock exchanges
Mishra, Shraddha, (2017)
-
Testing the long-memory features in return and volatility of NSE index
Ahamed, Naseem, (2015)
- More ...
-
Internal signal efficiency of publicy quoted Finnish firms
Kanto, Antti J., (1991)
-
Kanto, Antti J., (1987)
-
A signal detection technique applied to filter out the noise from stock prices
Kanto, Antti J., (1987)
- More ...