The modified mixture of distributions model: A revisit

Annals of Finance

Volumn 2, Issue 2, 2006, Pages 167-178

  Fong, Wai Mun ^a   Wong, Wing Keung ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Mixture of distributions; Trading volume; Volatility

Indexed keywords

EID: 32044435409     PISSN: 16142446     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10436-005-0027-6     Document Type: Article

References (16)

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