Volatility changes caused by the trading system: a Markov switching application
Year of publication: |
2005
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Authors: | Chelley-Steeley, Patricia ; Li, Yan |
Published in: |
Applied Financial Economics Letters. - Taylor and Francis Journals, ISSN 1744-6546. - Vol. 1.2005, 6, p. 373-380
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Publisher: |
Taylor and Francis Journals |
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Volatility changes caused by the trading system : a Markov switching application
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