NYSE VOLUME - AN APPLICATION OF OUTLIER ANALYSIS

被引：1
|
作者：
GUERARD, JB
机构：
[1] DAIS Group, Inc.
来源：
JOURNAL OF FORECASTING | 1990年 / 9卷 / 05期
关键词：
Outliers; Time series;
D O I：
10.1002/for.3980090506
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
The purpose of this study is to examine the monthly volume series of the New York Stock Exchange (NYSE) during the January 1965‐December 1987 period. The NYSE volume series follows a random walk with drift process; however, the events of October 1987 give rise to the application of outlier analysis. Copyright © 1990 John Wiley & Sons, Ltd.
引用
收藏
页码：467 / 471
页数：5
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