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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Quantitative finance"
~person:"Cheng, Tsung-Chi"
~person:"Qiao, Kenan"
~subject:"Bayesian inference"
~subject:"Market microstructure"
~subject:"Option pricing theory"
~type_genre:"Government document"
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Improvements in estimating the probability of informed trading models
Cheng, Tsung-Chi
;
Lai, Hung-neng
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 771-796
Persistent link: https://www.econbiz.de/10012500188
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Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
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