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Size Distortion in the Analysis of Volatility and Covolatility Effects - MaRDI portal

Size Distortion in the Analysis of Volatility and Covolatility Effects (Q2950560)

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Size Distortion in the Analysis of Volatility and Covolatility Effects
scientific article

    Statements

    title
    Size Distortion in the Analysis of Volatility and Covolatility Effects (English)
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    author
    Joanna Jasiak
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    publication date
    9 October 2015
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    cites work
    Q3796553
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    Q4265493
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    TESTS OF RANK
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    91G70
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    62M10
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    62F05
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    91B84
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    zbMATH DE Number
    6492454
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    OpenAlex ID
    W2235582472
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