Signal-noise decomposition in financial markets : an empirical stochastic process analysis for infrequent trading

Titill:	Signal-noise decomposition in financial markets : an empirical stochastic process analysis for infrequent tradingSignal-noise decomposition in financial markets : an empirical stochastic process analysis for infrequent trading
Höfundur:	Helgi Tómasson 1955
URI:	http://hdl.handle.net/10802/5056
Útgefandi:	University of Iceland, Institute of Economic Studies
Útgáfa:	10.2000
Ritröð:	Háskóli Íslands., Skýrslur ; W00:11
Efnisorð:	Hagfræði; Efnahagsmál; Verðbréf; Verðbréfamarkaðir; Hlutabréf; Ísland
ISSN:	1011-8888
Tungumál:	Enska
Tengd vefsíðuslóð:	http://hhi.hi.is/sites/hhi.hi.is/files/W-series/2000/w0011.pdf
Tegund:	Skýrsla
Gegnir ID:	991005947859706886
Athugasemdir:	Myndefni: línurit, töflur

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