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"Heterogenous market hypothesis evaluation using multipower variation ..."
Wen Cheong Chin, Min Cherng Lee, Pei Pei Tan (2017)
- 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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