Market Efficiency and Price Forecast of Individual Shares
Year of publication: |
2010
|
---|---|
Authors: | Liu, Tianshu |
Published in: |
International Area Studies Review. - Center for International Area Studies, Hankuk University of Foreign Studies. - Vol. 13.2010, 1, p. 205-226
|
Publisher: |
Center for International Area Studies, Hankuk University of Foreign Studies |
Subject: | High Frequency Data | Autoregressive Conditional Heteroskedasticity | Efficient Market Hypothesis | Threshold ARCH | Ultra-high frequency |
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