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 |
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Zdroj: | Central European Journal of Operations Research. Jun2004, Vol. 12 Issue 2, p197-209. 13p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |