News-driven expectations and volatility clustering
Year of publication: |
2020
|
---|---|
Authors: | Inoua, Sabiou M. |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 13.2020, 1, p. 1-14
|
Publisher: |
Basel : MDPI |
Subject: | efficient market hypothesis | liquidity | power law | trend following | volatility clustering |
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