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type_genre:"Sammlung"
~accessRights:"free"
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
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GARCH(1, 1) at small sample size and pairs trading with cointegration
Leong, Wei Ruen
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2018
Persistent link: https://www.econbiz.de/10011994459
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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
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2018
Persistent link: https://www.econbiz.de/10012173996
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Back on the map : essays on financial markets in the Baltic States
Soultanaeva, Albina
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2011
Persistent link: https://www.econbiz.de/10008807364
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Stock data, trade durations, and limit order book information
Simonsen, Ola
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2006
Persistent link: https://www.econbiz.de/10003358994
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