JOINT THRESHOLD EXCEEDANCES OF STOCK INDEX RETURNS IN BULL AND BEAR PERIODS.

Autor: Schmidbauer, Harald1 harald@bilgi.edu.tr, Rösch, Angi2 angi.r@t-online.de
Zdroj: Central European Journal of Operations Research. Jun2004, Vol. 12 Issue 2, p197-209. 13p.
Databáze: Business Source Ultimate