24-Hour realized volatilities and transatlantic volatility interdependence (Q4555087)
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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)
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19 November 2018
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high-frequency data
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realized volatility
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HAR-GARCH
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volatility interdependence
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