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Shall one sit "longer" for a free lunch? : impact of trading durations on the realized variances and volatility spillovers
Raizada, Gaurav; Srivastava, Vartika; Rao, S. V. D. … - In: Journal of quantitative economics 18 (2020) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10012418790
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Market risk and trading durations
Raizada, Gaurav; Rao, S. V. D. Nageswara - In: The empirical economics letters : a monthly … 18 (2019) 4, pp. 391-400
Persistent link: https://www.econbiz.de/10012312395