Volatility contagion: A range-based volatility approach
| Year of publication: |
2011
|
|---|---|
| Authors: | Chiang, Min-Hsien ; Wang, Li-Min |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 165.2011, 2, p. 175-190
|