JSE market micro-structure
A dissertation submitted to the Faculty of Science, University of the Witwatersrand, Johannesburg, in fulfilment of requirements for the degree of Master of Science. January 2015. === Stylized facts play a significant role in the testing whether models agree with known statistical anomalies and phe...
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| Format: | Others |
| Language: | en |
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2015
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| Online Access: | http://hdl.handle.net/10539/17637 |