24-Hour realized volatilities and transatlantic volatility interdependence (Q4555087)
From MaRDI portal
scientific article; zbMATH DE number 6981203
Language | Label | Description | Also known as |
---|---|---|---|
English | 24-Hour realized volatilities and transatlantic volatility interdependence |
scientific article; zbMATH DE number 6981203 |
Statements
24-Hour realized volatilities and transatlantic volatility interdependence (English)
0 references
19 November 2018
0 references
high-frequency data
0 references
realized volatility
0 references
HAR-GARCH
0 references
volatility interdependence
0 references