| _version_ |
1797061924920229888
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| author |
Gerig, A
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| author_facet |
Gerig, A
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| author_sort |
Gerig, A
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| collection |
OXFORD
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| description |
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| first_indexed |
2024-03-06T20:38:08Z
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| format |
Journal article
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| id |
oxford-uuid:335290fb-caff-4250-abf6-6864bc7e5dbb
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| institution |
University of Oxford
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| last_indexed |
2024-03-06T20:38:08Z
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| publishDate |
2009
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| record_format |
dspace
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| spelling |
oxford-uuid:335290fb-caff-4250-abf6-6864bc7e5dbb2022-03-26T13:19:37ZModel for non-Gaussian intraday stock returnsJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:335290fb-caff-4250-abf6-6864bc7e5dbbSocial Sciences Division - Daisy2009Gerig, A
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| spellingShingle |
Gerig, A
Model for non-Gaussian intraday stock returns
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| title |
Model for non-Gaussian intraday stock returns
|
| title_full |
Model for non-Gaussian intraday stock returns
|
| title_fullStr |
Model for non-Gaussian intraday stock returns
|
| title_full_unstemmed |
Model for non-Gaussian intraday stock returns
|
| title_short |
Model for non-Gaussian intraday stock returns
|
| title_sort |
model for non gaussian intraday stock returns
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| work_keys_str_mv |
AT geriga modelfornongaussianintradaystockreturns
|