The influence of intraday seasonality on volatility...

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The influence of intraday seasonality on volatility transmission pattern

Alemany, N., Aragó, V., Salvador, E.
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Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2018.1563304
Date:
January, 2019
File:
PDF, 3.12 MB
english, 2019
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