The fine structure of volatility feedback. II: Overnight and intra-day effects (Q1782696): Difference between revisions
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Revision as of 02:09, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The fine structure of volatility feedback. II: Overnight and intra-day effects |
scientific article |
Statements
The fine structure of volatility feedback. II: Overnight and intra-day effects (English)
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20 September 2018
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volatility dynamics
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GARCH models
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endogenous feedback
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stock markets
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overnight
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