Heterogeneous Stock Market Modelling and Market Risk Evaluation using High Frequency Information

Efficient markets hypothesis (EMH) has been a debatable topic among market practitioners and researchers since 1970s. The widespread availability of high frequency financial data together with a series of new empirical findings imposes challenges to the definition of financial markets and it also le...

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Bibliographic Details
Main Author: Wong, Zhen Yao
Format: Thesis
Published: 2016
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