New mechanism of market price observation : liquidity and leptokurtic return distributions

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Bibliographic Information

Title
"New mechanism of market price observation : liquidity and leptokurtic return distributions"
Statement of Responsibility
Yusho kagraoka
Publisher
  • [Faculty of economics], Musashi University
Publication Year
  • 2010
Book size
31 cm

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Notes

Facsim. copy in library binding

Includes bibliographical references (leaf 6)

Also available in digital form on the Internet Archive Web site : http://www.musashi.jp/~kagraoka/research/garchsk_jgb1020_012.pdf

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Details 詳細情報について

  • CRID
    1130000797764576768
  • NII Book ID
    BB03341687
  • Text Lang
    en
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • Tokyo
  • Data Source
    • CiNii Books
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