The angular distribution of asset returns in delay space.

@article{Koppl2001,
author = {Koppl, Roger, Nardone, Carlo},
journal = {Discrete Dynamics in Nature and Society},
keywords = {compass rose; theta histograms; X-skewing; ARCH phenomena},
language = {eng},
number = {2},
pages = {101-120},
publisher = {Hindawi Publishing Corporation, New York},
title = {The angular distribution of asset returns in delay space.},
url = {http://eudml.org/doc/121884},
volume = {6},
year = {2001},
}

TY - JOUR
AU - Koppl, Roger
AU - Nardone, Carlo
TI - The angular distribution of asset returns in delay space.
JO - Discrete Dynamics in Nature and Society
PY - 2001
PB - Hindawi Publishing Corporation, New York
VL - 6
IS - 2
SP - 101
EP - 120
LA - eng
KW - compass rose; theta histograms; X-skewing; ARCH phenomena
UR - http://eudml.org/doc/121884
ER -