Dual long-memory, structural breaks and the link between turnover and the range-based volatility
Year of publication: |
2009
|
---|---|
Authors: | Karanasos, M. ; Kartsaklas, A. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 16.2009, 5, p. 838-852
|
Saved in:
Saved in favorites
Similar items by person
-
Derivatives Trading and the Volume-Volatility Link in the Indian Stock Market
Bhaumik, S., (2008)
-
Derivatives trading and the volume-volatility link in the Indian stock market
Bhaumik, Sumon Kumar, (2008)
-
Dual long-memory, structural breaks and the link between turnover and the range-based volatility
Karanasos, Menelaos, (2009)
- More ...