Using Daily High-Low Time to Test for Intraday Random Walk in Two Index Futures Markets
| Year of publication: |
2000
|
|---|---|
| Authors: | Mok, Debby M.Y. ; Lam, K. ; Li, W. |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 14.2000, 4, p. 381-398
|