An Empirical Study of the Mixture of Time and Movements in Prices
This paper investigates the persistent pattern in the Helsinki Exchanges. The persistent pattern is analyzed using a time and a price approach. It is hypothesized that arrival times are related to movements in prices. Thus, the arrival times are defined as durations and formulated as an Autoregressi...
محفوظ في:
| المؤلف الرئيسي: | |
|---|---|
| التنسيق: | conferenceObject |
| منشور في: |
2017
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| الوصول للمادة أونلاين: | http://hdl.handle.net/10725/5940 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php https://helda.helsinki.fi/bitstream/handle/10227/175/485-951-555-767-4.pdf?sequence=3 |
| الوسوم: |
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