The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests?
Year of publication: |
2000
|
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Authors: | Amilon, Henrik ; Byström, Hans |
Publisher: |
Lund : Lund University, School of Economics and Management, Department of Economics |
Subject: | discrete prices | GARCH | forecasts | correlation integral statistics |
Series: | Working Paper ; 2000:18 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/259840 [Handle] RePEc:hhs:lunewp:2000_018 [RePEc] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; G19 - General Financial Markets. Other |
Source: |
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Amilon, Henrik, (2000)
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Lönnbark, Carl, (2009)
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Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory
Byström, Hans, (2001)
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The Search for Chaos and Nonlinearities in Swedish Stock Index Returns
Amilon, Henrik, (1998)
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Amilon, Henrik, (2000)
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The search for chaos and nonlinearities in Swedish stock index returns
Amilon, Henrik, (1998)
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