High frequency data analysis in an emerging and a developed market
Year of publication: |
2002
|
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Authors: | Palágyi, Zoltán ; Kőrösi, Gábor ; Mantegna, Rosario N. |
Published in: |
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]. - New York : Springer, ISBN 4-431-70316-0. - 2002, p. [102]-109
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Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Vergleich | Comparison | Ungarn | Hungary | USA | United States | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure |
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