On the correlation analysis of stocks with zero returns (Q6554767)
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scientific article; zbMATH DE number 7864567
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the correlation analysis of stocks with zero returns |
scientific article; zbMATH DE number 7864567 |
Statements
On the correlation analysis of stocks with zero returns (English)
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13 June 2024
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serial correlation
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time-varying zero return probability
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unconditional heteroscedasticity
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weak dependence
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zero returns
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