Non-linearity in stock index returns: the volatility and serial correlation relationship
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Julijana Angelovska, 2013. "Detecting Positive Feedback Trading when Autocorrelation is Positive," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 16(1), pages 93-101, May.
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