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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Chuang, Wen-i"
~subject:"Finanzmarkt"
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The North American journal of economics and finance : a journal of financial economics studies
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Predicting volatility using the Markov-switching multifractal model : evidence from S&P 100 index and equity options
Chuang, Wen-i
;
Huang, Teng-ching
;
Lin, Bing-huei
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 168-187
Persistent link: https://www.econbiz.de/10009779311
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