Modelling the probability distribution of the time series stock price changes in the U.K. market
The thesis considers different aspects of the probability distribution of the time series of stock price changes in the UK market. It places particular emphasis on the character of the volatility of the series. Chapter 2 documents some preliminary findings about changes in the FT-ALL share price ind...
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University of Strathclyde
1997
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.341529 |