Time series properties of stock returns
By: Ben Jacobsen.
Publisher: Kluwer Bedrijfsinformatie
Published: 1997
Place of publication: Amsterdam
Language: eng
Number of pages: 241
Subjects: Stocks -- Prices.; Rate of return.; Time-series analysis.
Notes: Summary in Dutch.
Includes bibliographical references (p. 221-229) and indexes.
Thesis (doctoral)--University of Amsterdam, 1997.
"Stellingen"--Inserted.