The impact of settlement time on the volatility of stock market revisited: an application of the iterated cumulative sums of squares detection method for changes of variance

Author： Huang Bwo-Nung   Yang Chin-Wei  

Publisher： Routledge Ltd

ISSN： 1466-4291

Source： Applied Economics Letters, Vol.8, Iss.10, 2001-10, pp. : 665-668

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