Risk analysis of cumulative intraday return curves

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Publication:2417028

DOI10.1515/jtse-2018-0011OpenAlexW2897738358WikidataQ129088871 ScholiaQ129088871MaRDI QIDQ2417028

Ben Zheng, Hong Miao, Stilian A. Stoev, Piotr S. Kokoszka

Publication date: 11 June 2019

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

Full work available at URL: https://doi.org/10.1515/jtse-2018-0011




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