Details

Title

Real-Time Market Abuse Detection with a Stochastic Parameter Model

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2009

Numer

No 3

Authors

Keywords

Market abuse detection ; insider trading ; real-time analysis ; time-varying parameters ; uni- and bivariate GARCH processes

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

261-284

Publisher

Oddział PAN w Łodzi

Date

30.09.2009

Type

Artykuły / Articles

Identifier

ISSN - 2080-0886, ISSN online - 2080-119X

DOI

10.24425/cejeme.2009.122235

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