The stochastic volatility in mean model and automation : evidence from TSE
Year of publication: |
2006
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Authors: | Assaf, Ata |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 46.2006, 2, p. 241-253
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Subject: | Elektronisches Handelssystem | Electronic trading | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | Kanada | Canada | 1989-2002 |
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