Intraday Empirical Analysis and Modeling of Diversified World Stock Indices
Year of publication: |
2004-05-01
|
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Authors: | Breymann, Wolfgang ; Kelly, Leah ; Platen, Eckhard |
Institutions: | Finance Discipline Group, Business School |
Subject: | world stock index | intraday analysis | growth optimal portfolio | diversified portfolio | market activity | deseasonalization | square root process |
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