Characterizing financial crises using high-frequency data

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Publication:5079366

DOI10.1080/14697688.2022.2027504zbMath1491.91157OpenAlexW4211037474MaRDI QIDQ5079366

Jet Holloway, Mardi Dungey, Wenying Yao, Abdullah Yalaman

Publication date: 27 May 2022

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2022.2027504






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