Heterogenous market hypothesis evaluation using multipower variation volatility.

Wen Cheong Chin Min Cherng Lee Pei Pei Tan

Published in: Commun. Stat. Simul. Comput. (2017)

Keyphrases

stock price
stock market
chinese stock market
financial markets
decision making
evaluation criteria
financial crisis
evaluation method
databases
evaluation methods
evaluation process
market data
data sets
multi agent systems
non stationary
genetic algorithm
exchange rate
trading strategies
foreign exchange