Autoregressive trending risk function and exhaustion in random asset price movement
Article first published online: 22 AUG 2010
© 2010 Blackwell Publishing Ltd
Journal of Time Series Analysis
Volume 31, Issue 6, pages 465–470, November 2010
How to Cite
Tang, Q. and Yan, D. (2010), Autoregressive trending risk function and exhaustion in random asset price movement. Journal of Time Series Analysis, 31: 465–470. doi: 10.1111/j.1467-9892.2010.00678.x
- Issue published online: 8 OCT 2010
- Article first published online: 22 AUG 2010
- First version received 26 November 2009 Published online in Wiley Online Library: 22 August 2010
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