Title:

A Process-Reconstruction Analysis of Market Fluctuations

Authors:

Rui Vilela Mendes (UTL, U Bielefeld)
Ricardo Lima (CNRS)
Tanya Araújo (UTL)

Journal:

International Journal Of Theoretical And Applied Finance

Year:

2002

Volume:

5

Pages:

797-821

JEL code:

G12 - Asset Pricing; Trading volume; Bond Interest Rates