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Nonlinearity in high-frequency stock returns: Evidence from the Athens Stock Exchange
Anagnostidis, Panagiotis, Emmanouilides, Christos J.Volume:
421
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2014.11.056
Date:
March, 2015
File:
PDF, 655 KB
english, 2015