Daily returns in European stock markets : predictability, non-linearity, and transaction costs /

Daily returns in European stock markets : predictability, non-linearity, and transaction costs /

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Bibliographic Details
Author / Creator:	Satchell, S. (Stephen)
Imprint:	London : Dept. of Economics, Birkbeck College, [1992]
Description:	25 p. ; 21 cm.
Language:	English
Series:	Discussion paper in financial economics ; FE-5/92 Discussion paper in financial economics (Birkbeck College) ; 92/FE-5.
Subject:	Stock exchanges -- Europe. Stock price forecasting -- Mathematical models. Stock exchanges. Stock price forecasting -- Mathematical models. Europe.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/1433315

Hidden Bibliographic Details
Other authors / contributors:	Timmermann, Allan.
Notes:	"July 1992." Includes bibliographical references (p. 22-24).

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Call Number:	HG4551.S25 1992
c.1	Available Loan period: standard loan Scan and Deliver Request for Pickup Need help? - Ask a Librarian