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"Heteroskedastic Regression and Persistence in Random Walks at Tokyo Stock ..."

Katsuhiko Hayashi, Lukas Pichl, Taisei Kaizoji (2012)

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DOI: 10.1007/978-3-642-31362-2_62

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Katsuhiko Hayashi, Lukas Pichl, Taisei Kaizoji:
Heteroskedastic Regression and Persistence in Random Walks at Tokyo Stock Exchange. ISNN (2) 2012: 566-574

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