Statistical Properties of Financial Time Series;Statistische Besonderheiten von Finanzzeitreihen

Jahrbucher fur Nationalokonomie und Statistik

Volumn 222, Issue 2, 2002, Pages 210-229

  Krämer, Walter ^a,b  

^a Inst F Wirtschafts S ^*

^b TU DORTMUND UNIVERSITY   (Germany)

Author keywords

Financial econometrics; Heavy tails; Long memory; Unit roots

Indexed keywords

EID: 0347938283     PISSN: 00214027     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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