Recovering the moments of information flow and the normality of asset returns
Year of publication: |
2010
|
---|---|
Authors: | Murphy, Anthony ; Izzeldin, Marwan |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 20.2010, 10/12, p. 761-769
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis |
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