Is there a relationship between the time scaling property...

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Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets

González-Sánchez, Mariano
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Journal:
Finance Research Letters
DOI:
10.1016/j.frl.2020.101510
Date:
April, 2020
File:
PDF, 2.17 MB
2020
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