New mechanism of market price observation : liquidity and leptokurtic return distributions
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New mechanism of market price observation : liquidity and leptokurtic return distributions
(Discussion paper, No.57)
[Faculty of economics], Musashi University, 2010
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Facsim. copy in library binding
Includes bibliographical references (leaf 6)
Also available in digital form on the Internet Archive Web site : http://www.musashi.jp/~kagraoka/research/garchsk_jgb1020_012.pdf