A STUDY OF INTRADAY STOCK INDEX AND FUTURES PRICES USING MARKOV CHAINS

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Bibliographic Details
Main Author:	WANG SHI YUN
Other Authors:	BUSINESS ADMINISTRATION
Format:	Theses and Dissertations
Published:	2020
Subjects:	Market efficiency Volatility Volume Bid-ask spread lntraday Price behavior Markov chains
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/181949
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Institution:	National University of Singapore

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record_format	dspace
spelling	sg-nus-scholar.10635-1819492020-12-08T07:46:44Z A STUDY OF INTRADAY STOCK INDEX AND FUTURES PRICES USING MARKOV CHAINS WANG SHI YUN BUSINESS ADMINISTRATION LIM KIAN GUAN Market efficiency Volatility Volume Bid-ask spread lntraday Price behavior Markov chains Master's MASTER OF SCIENCE (MANAGEMENT) 2020-10-29T06:32:04Z 2020-10-29T06:32:04Z 1997 Thesis WANG SHI YUN (1997). A STUDY OF INTRADAY STOCK INDEX AND FUTURES PRICES USING MARKOV CHAINS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/181949 CCK BATCHLOAD 20201023
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Market efficiency Volatility Volume Bid-ask spread lntraday Price behavior Markov chains
spellingShingle	Market efficiency Volatility Volume Bid-ask spread lntraday Price behavior Markov chains WANG SHI YUN A STUDY OF INTRADAY STOCK INDEX AND FUTURES PRICES USING MARKOV CHAINS
description	Master's
author2	BUSINESS ADMINISTRATION
author_facet	BUSINESS ADMINISTRATION WANG SHI YUN
format	Theses and Dissertations
author	WANG SHI YUN
author_sort	WANG SHI YUN
title	A STUDY OF INTRADAY STOCK INDEX AND FUTURES PRICES USING MARKOV CHAINS
title_short	A STUDY OF INTRADAY STOCK INDEX AND FUTURES PRICES USING MARKOV CHAINS
title_full	A STUDY OF INTRADAY STOCK INDEX AND FUTURES PRICES USING MARKOV CHAINS
title_fullStr	A STUDY OF INTRADAY STOCK INDEX AND FUTURES PRICES USING MARKOV CHAINS
title_full_unstemmed	A STUDY OF INTRADAY STOCK INDEX AND FUTURES PRICES USING MARKOV CHAINS
title_sort	study of intraday stock index and futures prices using markov chains
publishDate	2020
url	https://scholarbank.nus.edu.sg/handle/10635/181949
_version_	1686109147936849920

A STUDY OF INTRADAY STOCK INDEX AND FUTURES PRICES USING MARKOV CHAINS

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