Impacts on stock price through mixed distribution classified information GARCH model and its application (Q3609958)
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scientific article; zbMATH DE number 5524745
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| English | Impacts on stock price through mixed distribution classified information GARCH model and its application |
scientific article; zbMATH DE number 5524745 |
Statements
6 March 2009
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price impact
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classified information
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limit order
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generalized autoregressive conditional heteroscedasticity
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0.7114526629447937
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0.7108684778213501
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