The impact and measurement of the intensity of noise in stock returns
Clements, Adam (2002) The impact and measurement of the intensity of noise in stock returns. PhD thesis, Queensland University of Technology.
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|Item Type:||QUT Thesis (PhD)|
|Additional Information:||Presented to the School of Economics and Finance, Queensland University of Technology.|
|Keywords:||Stocks Mathematical models, Investments Mathematical models, non-linearity, investor behaviour, hetrogeneous traders, microsimulation market models, noise, conditional volatility, leverage effects, news arrival, thesis, doctoral|
|Institution:||Queensland University of Technology|
|Copyright Owner:||Copyright Adam Clements|
|Deposited On:||22 Sep 2010 13:05|
|Last Modified:||02 Nov 2015 05:29|
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