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
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