Miao, J (2006) Volatility filters for active asset trading and portfolio optimisation. Doctoral thesis, Liverpool John Moores University.
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Item Type: | Thesis (Doctoral) |
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Subjects: | H Social Sciences > HF Commerce > HF5001 Business H Social Sciences > HF Commerce H Social Sciences > HG Finance |
Divisions: | Liverpool Business School |
Date Deposited: | 08 Mar 2017 09:51 |
Last Modified: | 03 Sep 2021 23:30 |
DOI or ID number: | 10.24377/LJMU.t.00005793 |
URI: | https://researchonline.ljmu.ac.uk/id/eprint/5793 |
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