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An Extreme Value Approach to Test the Effect of Price Limits on Volatility |
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| Authors: | Haitham Nobanee Khalil Hilu |
| Institution: | Abu Dhabi University, Abu Dhabi, United Arab Emirates |
| Abstract: | price limits, extreme value theory, volatility, Stock Exchange of Thailand |
| Keywords: | price limits extreme value theory volatility Stock Exchange of Thailand |
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