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~person:"Breymann, Wolfgang"
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Breymann, Wolfgang
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Intraday Empirical Analysis and Modeling of Diversified World Stock Indices
Breymann, Wolfgang
;
Kelly, Leah
;
Platen, Eckhard
-
Finance Discipline Group, Business School
-
2004
applications. The normalized GOP is modeled as a time transformed
square
root
process
of dimension four. Its dynamics are …
Persistent link: https://www.econbiz.de/10004984465
Saved in:
2
Intraday Empirical Analysis and Modeling of Diversified World Stock Indices
Breymann, Wolfgang
;
Kelly, Leah
;
Platen, Eckhard
- In:
Asia-Pacific Financial Markets
12
(
2005
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10005810971
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