Volatility contagion: A range-based volatility approach
Authors:
- Min-Hsien ChiangMCMin-Hsien Chiang
- Li-Min WangLi-Min Wang
- 1 December 2011
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 165 (2) , 175-189
Abstract
No abstract availableKeywords
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