Empirical evidence on jumps and large fluctuations in individual stocks
Year of publication: |
2011
|
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Authors: | Doung, Diep ; Swanson, Norman R. |
Publisher: |
New Brunswick, NJ : Dep. of Economics, Rutgers, the State Univ. of New Jersey |
Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | USA | United States | 1993-2008 |
Extent: | Online-Ressource (PDF-Datei: 35 S., 1023,48 KB) graph. Darst. |
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Series: | Working papers / Rutgers University, Department of Economics. - New Brunswick, NJ : [Verlag nicht ermittelbar], ZDB-ID 2172035-6. - Vol. 2011,16 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/59453 [Handle] |
Classification: | C22 - Time-Series Models ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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