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Volatility contagion: A range-based volatility approach
Chiang, Min-Hsien
;
Wang, Li-Min
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 175-190
Persistent link: https://www.econbiz.de/10009806615
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Volatility contagion : a range-based volatility approach
Chiang, Min-Hsien
;
Wang, Li-min
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 175-189
Persistent link: https://www.econbiz.de/10009409692
Saved in:
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