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

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dc.contributor.author Helgi Tómasson 1955 is
dc.date.accessioned 2014-01-20T09:22:39Z
dc.date.available 2014-01-20T09:22:39Z
dc.date.issued 2000-10
dc.identifier.issn 1011-8888
dc.identifier.uri http://hdl.handle.net/10802/5056
dc.description Myndefni: línurit, töflur is
dc.format.extent 97, [2] s. is
dc.language.iso en
dc.publisher University of Iceland, Institute of Economic Studies is
dc.relation.ispartofseries Háskóli Íslands., Skýrslur ; W00:11
dc.relation.uri http://hhi.hi.is/sites/hhi.hi.is/files/W-series/2000/w0011.pdf
dc.subject Hagfræði is
dc.subject Efnahagsmál is
dc.subject Verðbréf is
dc.subject Verðbréfamarkaðir is
dc.subject Hlutabréf is
dc.subject Ísland is
dc.title Signal-noise decomposition in financial markets : an empirical stochastic process analysis for infrequent trading en
dc.type Skýrsla is
dc.identifier.gegnir 991005947859706886


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