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, 28 pages

Keywords: world stock index; intraday analysis; growth optimal portfolio; diversified portfolio; market activity; deseasonalization; square root process (search for similar items in EconPapers)
Date: 2005
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://hdl.handle.net/10.1007/s10690-006-9010-0 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:kap:apfinm:v:12:y:2005:i:1:p:1-28

Ordering information: This journal article can be ordered from
http://www.springer.com/finance/journal/10690/PS2

DOI: 10.1007/s10690-006-9010-0

Asia-Pacific Financial Markets is currently edited by Jiro Akahori

More articles in Asia-Pacific Financial Markets from Springer, Japanese Association of Financial Economics and Engineering
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().