Statistical analysis of financial time series under the assumption of local stationarity

Quantitative Finance

Volumn 4, Issue 2, 2004, Pages 208-220

  Clemenҫon, Stephan ^a   Slim, Skander ^a  

^a UNIVERSITÉ PARIS OUEST NANTERRE LA DÉFENSE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 2442554000     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680400000025     Document Type: Article

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