The relevance of heteroskedasticity and structural breaks when testing for a random walk with high-frequency financial data: Evidence from ASEAN stock markets

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12 Citations (Scopus)
Original languageEnglish
Title of host publicationThe Handbook of High Frequency Trading
EditorsGreg N Gregoriou
Place of PublicationAmsterdam Netherlands
PublisherAcademic Press
Pages59 - 74
Number of pages16
ISBN (Print)9780128022054
DOIs
Publication statusPublished - 2015

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