We investigate statistical properties of the German Dax and Chinese indices, including the volatility distribution, autocorrelation function, DFA function and return-volatility correlation function, with both the daily data and minutely data. At the minutely time scale, the Chinese indices may show
Statistical properties of quadratic-type performance indices
β Scribed by Thomas J. Harris
- Publisher
- Elsevier Science
- Year
- 2004
- Tongue
- English
- Weight
- 403 KB
- Volume
- 14
- Category
- Article
- ISSN
- 0959-1524
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