Title of article :
A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains
Author/Authors :
Wang Shiyun، نويسنده , , Lim Kian Guan، نويسنده , , Carolyn Chang، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Keywords :
Nikkei index , derivatives , Intraday patterns , Markov chains
Journal title :
Journal of International Financial Markets, Institutions and Money
Journal title :
Journal of International Financial Markets, Institutions and Money
