Determining security speed of adjustment coefficients
Michael Theobald; Peter Yallup
| Year of publication: |
2004
|
|---|---|
| Authors: | Theobald, Michael ; Yallup, Peter |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 7.2004, 1, p. 75-96
|
| Subject: | Börsenkurs | Share price | USA | United States | ARMA-Modell | ARMA model | 1977-1986 |
| 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/10001869022