Title of article :
Realistic Statistical Modelling of Financial Data
Author/Authors :
Tina Hviid Rydberg، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Pages :
26
From page :
233
To page :
258
Keywords :
Seasonality , Serial correlation , Volatility clustering , Quasi long range dependence. , Aggregational Gaussianity , Asymmetry-symmetry , Continuous time models , Discrete time models , Fat tails , Pricing derivatives , High frequency data
Journal title :
International Statistical Review
Serial Year :
2000
Journal title :
International Statistical Review
Record number :
290802
Link To Document :
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