Intraday Serial Correlation,Volatility, and Jump: Evidence from China's Stock Market (Q3178528): Difference between revisions
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Revision as of 23:18, 19 March 2024
scientific article
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English | Intraday Serial Correlation,Volatility, and Jump: Evidence from China's Stock Market |
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Statements
Intraday Serial Correlation,Volatility, and Jump: Evidence from China's Stock Market (English)
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14 July 2016
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intraday serial correlation
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jump
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jump-robust volatility
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variance ratio test
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