Intraday empirical analysis and modeling of diversified world stock indices
DOI10.1007/S10690-006-9010-0zbMATH Open1154.91399OpenAlexW2003503187MaRDI QIDQ853868FDOQ853868
Authors: Wolfgang Breymann, Leah Kelly, Eckhard Platen 
Publication date: 17 November 2006
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/11475/4658
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Cites Work
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- MODELING THE VOLATILITY AND EXPECTED VALUE OF A DIVERSIFIED WORLD INDEX
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Cited In (6)
- A benchmark approach to filtering in finance
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