Completion time structures of stock price movements
From MaRDI portal
Publication:665544
DOI10.1007/s10436-005-0012-0zbMath1233.91327MaRDI QIDQ665544
Asger Lunde, Allan G. Timmermann
Publication date: 5 March 2012
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-005-0012-0
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
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