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• W1986904883 abstract "The aim of this paper is to present some of the stylized features of financial data which have received a lot of attention both from practitioners and those with more theoretical backgrounds. Some of the models resulting from these efforts are reviewed and discussed. To facilitate the discussion two data sets are used: one of these contains all US trades in IBM stocks in 1995 at NYSE." @default.
• W1986904883 created "2016-06-24" @default.
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• W1986904883 date "2000-12-01" @default.
• W1986904883 modified "2023-10-05" @default.
• W1986904883 title "Realistic Statistical Modelling of Financial Data" @default.
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• W1986904883 doi "https://doi.org/10.1111/j.1751-5823.2000.tb00329.x" @default.
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