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Промышленный лизинг
Методички
Ross, S.A., 1989. Information and volatility: The no-arbitrage Martingale approach to timing and resolution irrelevancy. Journal of Finance 44, 1-18. Scholes, M., Williams, J., 1977. Estimating betas from nonsynchronous data. Journal of Financial Economics 5, 309-327. Son, G.S., 1991. Dealer inventory position and intraday patterns of price volatility, bid/ask spreads and trading volume. Working Paper. Department of Finance, University of Washington. Tauchen, G.E., Pitts, M., 1983. The price variability-volume relationship on speculative markets. Econometrica 51, 485-505. Taylor, S.J., 1986. Modeling Financial Time Series. John Wiley and Sons, Chichester. Wasserfallen, W., 1989. Flexible exchange rates: A closer look. Journal of Monetary Economics 23, 511-521. Wood, R.A., Mclnish, Т.Н., Ord, J.K., 1985. An investigation of transaction data for NYSE stocks. Journal of Finance 25, 723-739. Zhou, В., 1992. Forecasting foreign exchange rates subject to de-volatilization. Working paper #3510. Sloan School of Management, MIT. 1 2 3 4 5 6 7 8 9 10 11 12 13 14 [ 15 ] |