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~isPartOf:"Journal of econometrics"
~person:"Dhaene, Geert"
~subject:"ARCH model"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Incorporating overnight and intraday returns into multivariate GARCH volatility models
Dhaene, Geert
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012482817
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