Intraday Empirical Analysis and Modeling of Diversified World Stock Indices

Wolfgang Breymann, Leah Kelly and Eckhard Platen ()

Asia-Pacific Financial Markets, 2005, vol. 12, issue 1, pages 1-28

Keywords: world stock index; intraday analysis; growth optimal portfolio; diversified portfolio; market activity; deseasonalization; square root process (search for similar items in EconPapers)

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Working Paper: Intraday Empirical Analysis and Modeling of Diversified World Stock Indices (2004)
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