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Transaction costs, arbitrage, and volatility spillover : a note
Aragó, V.; Corredor, Pilar; Santamaría Aquilué, Rafael - In: International review of economics & finance : IREF 12 (2003) 3, pp. 399-415
Persistent link: https://www.econbiz.de/10001797311
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Passive timing effect in portfolio management
Matallín, J. C.; Fernández-Izquierdo, A. - In: Applied economics 35 (2003) 17, pp. 1829-1837
Persistent link: https://www.econbiz.de/10001831696
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The influence of intraday seasonality on volatility transmission pattern
Alemany, N.; Aragó Manzana, Vicent; Salvador, E. - In: Quantitative finance 19 (2019) 7, pp. 1179-1197
Persistent link: https://www.econbiz.de/10012194754