Real-Time Market Abuse Detection with a Stochastic Parameter Model - Central European Journal of Economic Modelling and Econometrics - Issue 3 (2009) - CEJSH - Yadda

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Article details

Journal

Central European Journal of Economic Modelling and Econometrics

2009 | 3 |

Article title

Real-Time Market Abuse Detection with a Stochastic Parameter Model

Authors

Cholewiński, Radosław

Content

Full texts:

oai-journals-pan-pl-106545/full-text/mainFile.pdf

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Title variants

Languages of publication

PL

Abstracts

Keywords

PL

Nauki Humanistyczne i Społeczne Market abuse detection insider trading real-time analysis time-varying parameters uni- and bivariate GARCH processes

Publisher

Polska Akademia Nauk

Journal

Central European Journal of Economic Modelling and Econometrics

Year

2009

Issue

3

Physical description

Contributors

author

Cholewiński, Radosław

References

Document Type

Publication order reference

Identifiers

YADDA identifier

bwmeta1.element.oai-journals-pan-pl-106545

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