Causality effects in return volatility measures with random times (Q737283): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q278264 |
||
| Property / author | |||
| Property / author: Eric Renault / rank | |||
Revision as of 09:10, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Causality effects in return volatility measures with random times |
scientific article |
Statements
Causality effects in return volatility measures with random times (English)
0 references
10 August 2016
0 references
continuous time models
0 references
Granger causality
0 references
instantaneous causality
0 references
durations
0 references
ultra-high frequency data
0 references
volatility per trade
0 references
