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Empirical properties of asset returns: stylized facts and statistical issues 

Author: R. Cont ^a

Affiliation:

a Web address: [A HREF="http://www.cmap.polytechnique.fr/~rama"] www.cmap.polytechnique.fr/~rama [/A].

DOI: 10.1080/713665670

Publication Frequency: 8 issues per year

Published in: Quantitative Finance, Volume 1, Issue 2 February 2001 , pages 223 - 236

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: PDF (English)

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