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If volatility spillover exists between or among several markets, how it is related to market efficiency? In my understanding if spillover exists market is efficient. But on the other hand if...
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Dear all, if one return series is positively skewed or negatively skewed, how one investor can benefit out of this. Whether positively skewed is good or negatively skewed is good for an investor....
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we consider natural logarithm or lag of the data series for our analysis. But what is the reason behind this. Why we are not considering the raw data for analysis. Is their any paper regarding...
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