No label defined (Q4450671)

From MaRDI portal
Revision as of 05:29, 7 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article; zbMATH DE number 2042816
Language Label Description Also known as
English
No label defined
scientific article; zbMATH DE number 2042816

    Statements

    author
    Chi-ming Wong
    0 references
    Mike K. P. So
    0 references
    publication date
    15 February 2004
    0 references
    zbMATH Keywords
    aggregate returns
    0 references
    heteroskedastic models
    0 references
    kurtosis
    0 references
    Monte Carlo methods
    0 references
    skewness
    0 references
    square root of time rule
    0 references
    volatility
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62P05
    0 references
    65C05
    0 references
    91B84
    0 references
    62M10
    0 references
    zbMATH DE Number
    2042816
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4450671&oldid=18501584"
    Powered by MediaWiki