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A high-low-based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns
Klößner, Stefan - In: Finance and stochastics 14 (2010) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10003924780
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Volatility clustering and nontrading days in Chinese stock markets
Friedmann, Ralph; Sanddorf-Köhle, Walter G. - 2000
Persistent link: https://www.econbiz.de/10001596288
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Volatility clustering and nontrading days in Chinese stock markets
Friedmann, Ralph; Sanddorf-Köhle, Walter G. - In: Journal of economics & business 54 (2002) 2, pp. 193-217
Persistent link: https://www.econbiz.de/10001696590
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Volatility clustering and nontrading days in Chinese stock markets
Friedmann, Ralph; Sanddorf-Köhle, Walter G. - 1998
Persistent link: https://www.econbiz.de/10001415643
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Market risk under a price limit regime : evidence for Chinese stock markets
Friedmann, Ralph; Sanddorf-Köhle, Walter G. - 2001
Persistent link: https://www.econbiz.de/10014553639