Browsing Closed by Author "Zheng, Huanhuan"

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Browsing Closed by Author "Zheng, Huanhuan"

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  • Chiarella, Carl; He, Xuezhong; Huang, Weihong; Zheng, Huanhuan (Elsevier B.V., 2012)
    Financial markets are typically characterized by high (low) price level and low (high) volatility during boom (bust) periods, suggesting that price and volatility tend to move together with different market conditions/states. ...