NEW LOOK AT CLUSTERING OF STOCK PRICES

被引：48

作者：

NIEDERHOFFER, V ^{[1
]}

机构：

[1] UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL

来源：

关键词：

D O I：

10.1086/294854

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：309 / 313

页数：5

共 7 条

[1]

COCHRAN WG, 1961, SAMPLING TECHNIQUES, P65

[2]

GANN WD, 1930, TRUTH STOCK TAPE, P63

[3]

Godfrey M., 1964, KYKLOS, V17, P1, DOI DOI 10.1111/J.1467-6435.1964.TB02458.X

[4] CLUSTERING OF STOCK PRICES [J].

NIEDERHOFFER, V .

[5]

NIEDERHOFFER V, 1964, THESIS HARVARD U

[6] PERIODIC STRUCTURE IN THE BROWNIAN-MOTION OF STOCK-PRICES [J].

OSBORNE, MFM .

[7]

WYCKOFF P, 1963, PSYCHOLOGY STOCK MAR, P106