Shall one sit "longer" for a free lunch? : impact of trading durations on the realized variances and volatility spillovers
Gaurav Raizada, Vartika Srivastava, S.V.D. Nageswara Rao
| Year of publication: |
2020
|
|---|---|
| Authors: | Raizada, Gaurav ; Srivastava, Vartika ; Rao, S. V. D. Nageswara |
| Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 18.2020, 1, p. 1-28
|
| Subject: | Realized variance | Currency futures | Cross listing | Trading durations | Volatilität | Volatility | Varianzanalyse | Analysis of variance | Dauer | Duration | Spillover-Effekt | Spillover effect | Marktmikrostruktur | Market microstructure | Zweitlisting | Dual listing |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40953-019-00169-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012418790