A study of market microstructure volatility using hidden Markov Chain /

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Bibliographic Details
Main Author: Wong, Soo Chen
Format: Thesis Book
Language:English
Published: 2000.
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035 |a ACO-1483 
040 |a UMM 
090 |a HG173  |b NUS 2000 Won 
100 1 0 |a Wong, Soo Chen. 
245 1 2 |a A study of market microstructure volatility using hidden Markov Chain /  |c Wong Soo Chen. 
260 |c 2000. 
300 |a v, 81 leaves :  |b ill. ;  |c 30 cm. 
502 |a Dissertation (M.Sc.) -- National University of Singapore, 2000. 
504 |a Bibliography: leaves 77-81. 
948 |a 22/02/2001  |b 18/11/2002 
596 |a 1 
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