Two-phase behaviour in a sequence of random variables

Thesis (MSc)--University of Stellenbosch, 2007. === ENGLISH ABSTRACT: Buying and selling in financial markets are driven by demand. The demand can be quantified by the imbalance in the number of shares QB and QS transacted by buyers and sellers respectively over a given time interval t. The deman...

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Bibliographic Details
Main Author: Mutombo, Pierre Abraham Mulamba
Other Authors: Krzesinski, A.E.
Format: Others
Language:en_ZA
Published: Stellenbosch : Stellenbosch University 2012
Subjects:
Online Access:http://hdl.handle.net/10019.1/19645