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

Publication 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

Publisher

Oddział PAN w Łodzi

Identifier

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

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