Volatility changes caused by the trading system : a Markov switching application
Year of publication: |
2005
|
---|---|
Authors: | Chelley-Steeley, Patricia L. ; Li, Yan |
Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 1.2005, 6, p. 373-380
|
Subject: | Volatilität | Volatility | Markov-Kette | Markov chain | Welt | World |
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