Forecasting volatility and volume in the Tokyo stock market : long memory, fractality and regime switching
Year of publication: |
2006
|
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Other Persons: | Lux, Thomas (contributor) ; Kaizoji, Taisei (contributor) |
Publisher: |
Kiel : Univ., Dep. of Economics |
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Aktienmarkt | Stock market | Japan |
Extent: | Online-Ressource, 36 S., Text graph. Darst. |
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Series: | Economics working paper. - Kiel : Univ., Dep. of Economics, ISSN 2193-2476, ZDB-ID 2111620-9. - Vol. 2006,13 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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