Details Details PDF BIBTEX RIS Title Real-Time Market Abuse Detection with a Stochastic Parameter Model Journal title Central European Journal of Economic Modelling and Econometrics Yearbook 2009 Issue No 3 Authors Cholewiński, Radosław 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 DOI: 10.24425/cejeme.2009.122235 ; ISSN - 2080-0886, ISSN online - 2080-119X Source Central European Journal of Economic Modelling and Econometrics; 2009; No 3; 261-284 <div class="test"></div>