Duration dependence in stock prices : an analysis of bull and bear markets :: Asger Lunde :: Centre for Economic Policy Research 2003 :: OBNB, the Open British National Bibliography

Publication Data

Title Duration dependence in stock prices : an analysis of bull and bear markets
Author Asger Lunde
Contributors Allan Timmermann, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2003
Publication location London
Language English

Topics

Stocks :: Prices :: Econometric models
Bull markets :: Econometric models
Bear markets :: Econometric models

Catalogue Data

OBNB ID GBA426135
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 40 p.
P1042 Includes bibliographical references.

Buy a copy

OBNB doesn't sell books, but you may be able to find a copy at one of these websites:

Duration dependence in stock prices : an analysis of bull and bear markets by Asger Lunde. Published by Centre for Economic Policy Research in 2003. Publication and catalogue information, links to buy online and reader comments.