24-Hour realized volatilities and transatlantic volatility interdependence
- Publication Type
- Journal contribution (peer reviewed)
- Authors
- Maderitsch, R.
- Year of publication
- 2017
- Published in
- Quantitative Finance
- Band/Volume
- 3/
- DOI
- 10.1080/14697688.2016.1206958
- Page (from - to)
- 423-435