Empirical properties of asset returns: stylized facts and statistical issues
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Publication:4646480
DOI10.1080/713665670zbMath1408.62174OpenAlexW2100011707WikidataQ56503695 ScholiaQ56503695MaRDI QIDQ4646480
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/713665670
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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