State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data

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Publication:5030954

DOI10.1111/jtsa.12594zbMath1492.91351arXiv2102.13404OpenAlexW3161764405MaRDI QIDQ5030954

Donggyu Kim, Dohyun Chun

Publication date: 18 February 2022

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.13404




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