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The impact of asynchronous trading on Epps effect on Warsaw Stock Exchange.
Henryk Gurgul
Artur Machno
Published in:
Central Eur. J. Oper. Res. (2017)
Keyphrases
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stock exchange
stock market
stock price
chinese stock market
stock trading
dow jones
financial data
financial time series
transaction costs
trading rules
stock index
portfolio optimization
black scholes
investment strategies
stock data
knn
non stationary