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The stochastic volatility in mean model and automation: Evidence from TSE

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  • Assaf, Ata

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  • Assaf, Ata, 2006. "The stochastic volatility in mean model and automation: Evidence from TSE," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(2), pages 241-253, May.
  • Handle: RePEc:eee:quaeco:v:46:y:2006:i:2:p:241-253
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    Cited by:

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    2. Liao, Huei-Chu & Lee, Yi-Huey & Suen, Yu-Bo, 2008. "Electronic trading system and returns volatility in the oil futures market," Energy Economics, Elsevier, vol. 30(5), pages 2636-2644, September.

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