An Econometric Analysis of Volatility Discovery.

Autor: Fruet Dias, Gustavo1 (AUTHOR) Dias@uea.ac.uk, Papailias, Fotis2 (AUTHOR), Scherrer, Cristina3 (AUTHOR)
Zdroj: Journal of Business & Economic Statistics. Jul2024, Vol. 42 Issue 3, p1095-1106. 12p.
Databáze: Business Source Ultimate