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Pacific-Basin finance journal
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
15
Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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22-327
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Intraday dynamics of volatility and duration : evidence from Chinese stocks
Liu, Chun
;
Maheu, John M.
- In:
Pacific-Basin finance journal
20
(
2012
)
3
,
pp. 329-348
Persistent link: https://www.econbiz.de/10009532264
Saved in:
2
Intraday dynamics of volatility and duration: Evidence from Chinese stocks
Liu, Chun
;
Maheu, John M.
- In:
Pacific-Basin finance journal
20
(
2012
)
3
,
pp. 329-349
Persistent link: https://www.econbiz.de/10009838602
Saved in:
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