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Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua; Ding, Jin; Chu, Guoqing; Xu, Dinghai; … - In: Applied economics 53 (2021) 7, pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
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Modelling asset returns under price limits with mixture of truncated Gaussian distribution
Xu, Dinghai - In: Applied economics 52 (2020) 52, pp. 5706-5725
Persistent link: https://www.econbiz.de/10012307930
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New empirical evidence on the bid-ask spread
Narayan, Paresh Kumar; Mishra, Sagarika; Narayan, Seema - In: Applied economics 47 (2015) 40/42, pp. 4484-4500
Persistent link: https://www.econbiz.de/10011295331