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Research on measure of noise trading in stock market based ..:
, In:
2014 International Conference on Management Science & Engineering 21th Annual Conference Proceedings
,
Feng, Jin
;
Lin, Deng-peng
;
Yan, Xiang-bin
- p. 1183-1189 , 2014
Link:
https://doi.org/10.1109/ICMSE.2014.6930363
RT T1 <cTitle>2014 International Conference on Management Science & Engineering 21th Annual Conference Proceedings</cTitle>: T1 <Title>Research on measure of noise trading in stock market based on EGARCH-M model</Title> UL https://suche.suub.uni-bremen.de/peid=ieee-6930363&Exemplar=1&LAN=DE A1 Feng, Jin A1 Lin, Deng-peng A1 Yan, Xiang-bin YR 2014 SN 2155-1855 SN 2155-1847 K1 Noise K1 Mathematical model K1 Equations K1 Noise measurement K1 Indexes K1 Stock markets K1 Solid modeling K1 noise trading K1 EGARCH-M model K1 asymmetric effect K1 noise risk K1 noise components K1 information impact curve SP 1183 OP 1189 LK http://dx.doi.org/https://doi.org/10.1109/ICMSE.2014.6930363 DO https://doi.org/10.1109/ICMSE.2014.6930363 SF ELIB - SuUB Bremen
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