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

Sun, 01 Jan 2012 00:00:00 +0100

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