Volatility behavior, information efficiency and risk in the S&P 500 index markets

Author： Chiang Shu-Mei   Chung Huimin   Huang Chien-Ming  

Publisher： Routledge Ltd

ISSN： 1469-7688

Source： Quantitative Finance, Vol.12, Iss.9, 2012-09, pp. : 1421-1437

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