New mechanism of market price observation : liquidity and leptokurtic return distributions

Author(s)

• 神楽岡, 優昌 カグラオカ, ユウショウ

Bibliographic Information

New mechanism of market price observation : liquidity and leptokurtic return distributions

Yusho kagraoka

（Discussion paper, No.57）

[Faculty of economics], Musashi University, 2010

Note

Facsim. copy in library binding

Includes bibliographical references (leaf 6)

Also available in digital form on the Internet Archive Web site : http://www.musashi.jp/~kagraoka/research/garchsk_jgb1020_012.pdf

Details

• NCID: BB03341687
• Country Code: ja
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Tokyo
• Pages/Volumes: 14 leaves
• Size: 31 cm
• Parent Bibliography ID:
  • BA27402428