Structural Models: Intra-Inter-Day Volatility Transmission and Spillover Persistence of the HSI, HSIF and S&P500 Futures
| Year of publication: |
1998
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|---|---|
| Authors: | Gannon, Gerard L. ; Choi, Daniel F.S. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 7.1998, 1, p. 19-36
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