|
|||||
|
|
Note: Nyse volume: An application of outlier analysis |
|
| Authors: | John B Guerard |
| Abstract: | 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. |
| Keywords: | Time series Outliers |