Inventory Effects on Daily Returns in Financial Markets

DOI10.1142/S0219024903002171zbMath1104.90008arXivcond-mat/0011295WikidataQ61993366 ScholiaQ61993366MaRDI QIDQ4812334

Andreas Krause

Publication date: 7 September 2004

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0011295

zbMATH Keywords

InventoryGARCHreturn volatilityheteroskedasticity

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05)

Cites Work

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