The Time Series Properties of Returns, Volatility, and Trading Volume in Financial Markets

The Time Series Properties of Returns, Volatility, and Trading Volume in Financial Markets
Author: Toshiaki Watanabe
Publisher:
Total Pages: 278
Release: 1993
Genre: Stock exchanges
ISBN:


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The Time Series Properties of Returns, Volatility, and Trading Volume in Financial Markets
Language: en
Pages: 278
Authors: Toshiaki Watanabe
Categories: Stock exchanges
Type: BOOK - Published: 1993 - Publisher:

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Time Series Properties of an Artificial Stock Market
Language: en
Pages:
Authors: Blake LeBaron
Categories:
Type: BOOK - Published: 1999 - Publisher:

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A market of artificially intelligent traders is constructed to buy and sell a risky asset along with a risk free bond. Prices of the risky asset are determined
Long Memory in Economics
Language: en
Pages: 394
Authors: Gilles Teyssière
Categories: Business & Economics
Type: BOOK - Published: 2006-09-22 - Publisher: Springer Science & Business Media

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Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on
Volatility Clustering in Financial Markets
Language: en
Pages: 28
Authors: Thomas Lux
Categories:
Type: BOOK - Published: 1998 - Publisher:

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Recurrence Interval Analysis of Financial Time Series
Language: en
Pages: 86
Authors: Wei-Xing Zhou
Categories: Business & Economics
Type: BOOK - Published: 2024-03-21 - Publisher: Cambridge University Press

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This Element aims to provide a systemic description of the techniques and research framework of recurrence interval analysis of financial time series. The autho