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~isPartOf:"Documento de trabajo / Fundación de las Cajas de Ahorros"
~isPartOf:"Journal of financial econometrics"
~person:"Gil-Alaña, Luis A."
~person:"Todorov, Viktor"
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Volatility
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Gil-Alaña, Luis A.
Todorov, Viktor
Cuñado Eizaguirre, Juncal
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Documento de trabajo / Fundación de las Cajas de Ahorros
Journal of financial econometrics
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ECONIS (ZBW)
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A descriptive study of high-frequency trade and quote option data
Andersen, Torben
;
Archakov, Ilya
;
Grund, Leon
;
Hautsch, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 128-177
Persistent link: https://www.econbiz.de/10012504324
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2
Persistence in some energy futures markets
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
-
2008
Persistent link: https://www.econbiz.de/10003846641
Saved in:
3
Salient features of dependence in daily US stock market indices
Gil-Alaña, Luis A.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003593666
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