The prediction of periods of high volatility in exchange markets

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Bibliographic Details
Published in:	The European physical journal. B, Condensed matter physics Vol. 20; no. 4; pp. 581 - 584
Main Authors:	WINDSOR, C, THYAGARAJA, A
Format:	Journal Article
Language:	English
Published:	Les Ulis Springer 01-04-2001 Berlin EDP sciences
Subjects:	Applied sciences Economics Exact sciences and technology General aspects Financial market Statistical analysis Regression analysis Least squares method Linear regression Volatility
Online Access:	Get full text
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ISSN:	1434-6028 1434-6036
DOI:	10.1007/PL00011111