Sussex Research Online: No conditions. Results ordered -Date Deposited. http://sro.sussex.ac.uk/ http://sro.sussex.ac.uk/images/sitelogo.png Sussex Research Online: No conditions. Results ordered -Date Deposited. http://sro.sussex.ac.uk/ Tue, 21 Nov 2023 19:11:25 +0000 Tue, 21 Nov 2023 19:11:25 +0000 en Mon, 06 Feb 2012 20:40:25 +0000 Autoregressive trending risk function and exhaustion in random asset price movement http://sro.sussex.ac.uk/id/eprint/27368/ http://sro.sussex.ac.uk/id/eprint/27368/ Tang, Qi and Yan, Danni (2010) Autoregressive trending risk function and exhaustion in random asset price movement. Journal of Time Series Analysis, 31 (6). pp. 465-470. ISSN 0143-9782