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"Heterogenous market hypothesis evaluation using multipower variation ..."

Wen Cheong Chin, Min Cherng Lee, Pei Pei Tan (2017)

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DOI: 10.1080/03610918.2016.1208234

access: closed

type: Journal Article

metadata version: 2020-05-10

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Wen Cheong Chin, Min Cherng Lee, Pei Pei Tan:
Heterogenous market hypothesis evaluation using multipower variation volatility. Commun. Stat. Simul. Comput. 46(8): 6574-6587 (2017)

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