Modelling asset returns under price limits with mixture of truncated Gaussian distribution
Year of publication: |
2020
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Authors: | Xu, Dinghai |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 52, p. 5706-5725
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Subject: | Price limits | truncated Gaussian distribution | mixture models | magnet effect | bound effect | Theorie | Theory | Börsenkurs | Share price | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Volatilität | Volatility |
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