Abstract
With the appreciation of stock prices in the late 1980s and subsequent crash in the 1990s, financial institutions and institutional investors have once again realized that asset management by holding large positions in volatile high-risk assets such as stocks carries the danger of incurring huge losses. This has focused attention on the need to improve risk management and asset management efficiency.
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© 1999 Springer-Verlag New York, Inc.
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Tsuda, H. (1999). Time Series Analysis of Financial Asset Price Fluctuations. In: Akaike, H., Kitagawa, G. (eds) The Practice of Time Series Analysis. Statistics for Engineering and Physical Science. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-2162-3_17
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DOI: https://doi.org/10.1007/978-1-4612-2162-3_17
Publisher Name: Springer, New York, NY
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