Heterogenous market hypothesis evaluation using multipower variation volatility

  • Wen Cheong Chin, Min Cherng Lee, Pei Pei Tan
  • Communications in Statistics - Simulation and Computation, August 2016, Taylor & Francis
  • DOI: 10.1080/03610918.2016.1208234

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http://dx.doi.org/10.1080/03610918.2016.1208234