Structural models: Intra/Inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures
| Year of publication: |
1998
|
|---|---|
| Authors: | Gannon, Gerard L. ; Choi, Daniel F. S. |
| Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 7.1998, 1, p. 19-36
|
| Publisher: |
Elsevier |