✦ LIBER ✦

Modeling the time-changing dependence in stock markets

✍ Scribed by Massimiliano Frezza

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Structural change and time dependence in

✍ Dongcheol Kim; Stanley J Kon 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 241 KB

THE CHANGING EFFICIENCY OF AFRICAN STOCK

✍ KEITH JEFFERIS; GRAHAM SMITH 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 315 KB

Market quality changes in the London Sto

✍ Patricia L. Chelley-Steeley 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 127 KB

Operational time of the Korea stock mark

✍ In-Moo Kim 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 160 KB

Triple-witching hour, the change in expi

✍ Chao Chen; James Williams 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 867 KB

We are grateful for many helpful comments of two anonymous referees and the editor, Mark J. Powers. All errors are our responsibility.

Market symmetry in time-changed Brownian

✍ José Fajardo; Ernesto Mordecki 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 173 KB