State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data
| Year of publication: |
2021
|
|---|---|
| Authors: | Chun, Dohyun ; Kim, Donggyu |
| Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 43.2021, 1 (06.07.), p. 105-124
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jtsa.12594 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012538250