A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains

A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains

Journal of International Financial Markets, Institutions and Money

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Bibliographic Details
Main Authors: Shiyun, W., Guan, L.K., Chang, C.
Other Authors: FINANCE & ACCOUNTING
Format: Article
Published: 2013
Subjects:
Derivatives
Intraday patterns
Markov chains
Nikkei index
Online Access:http://scholarbank.nus.edu.sg/handle/10635/45203
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/45203

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