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- W2461132594 abstract "This paper investigates the effect of historical events on the speed of price evolution on China’s futures market. The effect of historical events is analysed by estimating multiple structural breaks in the MDH (mixture of distributions hypothesis) regressions for operational time. The conditional means of the best model show that some futures products’ prices exhibit short-term downturn in 2008 when the financial crisis occurred. However, the financial crisis does not slow down the speed of price evolution." @default.
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- W2461132594 date "2012-01-01" @default.
- W2461132594 modified "2023-09-25" @default.
- W2461132594 title "The Effect of Historical Events on the Speed of Price Evolution Indexed by an Operational Time for China’s Futures Market" @default.
- W2461132594 hasPublicationYear "2012" @default.
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