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