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)
Subjects:	H Social Sciences > HF Commerce > HF5001 Business H Social Sciences > HF Commerce H Social Sciences > HG Finance
Divisions:	Liverpool Business School (closed 31 Aug 19)
Date Deposited:	08 Mar 2017 09:51
Last Modified:	03 Sep 2021 23:30
DOI or Identification number:	10.24377/LJMU.t.00005793
URI:	https://researchonline.ljmu.ac.uk/id/eprint/5793

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