The influence of intraday seasonality on volatility transmission pattern.
- Resource Type
- Journal
- Authors
- Alemany, N. (E-JAU-FC) AMS Author Profile; Aragó, V. (E-JAU-FC) AMS Author Profile; Salvador, E. (E-JAU-FC) AMS Author Profile
- Source
- Quantitative Finance (Quant. Finance) (20190101), 19, no.~7, 1179-1197. ISSN: 1469-7688 (print).eISSN: 1469-7696.
- Subject
- 91 Game theory, economics, social and behavioral sciences -- 91G Mathematical finance
91G70 Statistical methods, econometrics
- Language
- English