Stylized facts of financial assets
Reading Time: < 1 minuteCont (2001) listed the following statistical properties common to most financial assets (assets returns and exchange rates): Absence of autocorrelations…
about former Yugoslav republics economies
Reading Time: < 1 minuteCont (2001) listed the following statistical properties common to most financial assets (assets returns and exchange rates): Absence of autocorrelations…
Reading Time: 2 minutesThe following three quotations give you an idea what are the stylized facts. For more about stylized facts you may…