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

Journal of International Financial Markets, Institutions and Money

Saved in:

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
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore

id	sg-nus-scholar.10635-45203
record_format	dspace
spelling	sg-nus-scholar.10635-452032024-11-13T20:18:50Z A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains Shiyun, W. Guan, L.K. Chang, C. FINANCE & ACCOUNTING Derivatives Intraday patterns Markov chains Nikkei index Journal of International Financial Markets, Institutions and Money 9 3 247-265 2013-10-11T08:14:05Z 2013-10-11T08:14:05Z 1999 Article Shiyun, W.,Guan, L.K.,Chang, C. (1999). A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains. Journal of International Financial Markets, Institutions and Money 9 (3) : 247-265. ScholarBank@NUS Repository. 10424431 http://scholarbank.nus.edu.sg/handle/10635/45203 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Derivatives Intraday patterns Markov chains Nikkei index
spellingShingle	Derivatives Intraday patterns Markov chains Nikkei index Shiyun, W. Guan, L.K. Chang, C. A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains
description	Journal of International Financial Markets, Institutions and Money
author2	FINANCE & ACCOUNTING
author_facet	FINANCE & ACCOUNTING Shiyun, W. Guan, L.K. Chang, C.
format	Article
author	Shiyun, W. Guan, L.K. Chang, C.
author_sort	Shiyun, W.
title	A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains
title_short	A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains
title_full	A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains
title_fullStr	A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains
title_full_unstemmed	A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains
title_sort	new methodology for studying intraday dynamics of nikkei index futures using markov chains
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/45203
_version_	1821200867928309760

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

Similar Items