Forecasting Volatility and Volume in the Tokyo Stock Market: Long Memory, Fractality and Regime Switching
| Year of publication: |
2006
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|---|---|
| Authors: | Lux, Thomas ; Kaizoji, Taisei |
| Institutions: | Financial Econometrics Research Centre, Warwick Business School |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10010901352