The Intraday Volatility Spillover Index Approach and an Application in the Brexit Vote
- 期刊名称Journal of International Financial Markets, Institutions and Money
- 作者Nishimura, Yusaku; Sun, Bianxia
- 印刷ISSN1042-4431
- 文件大小848.51KB
- 发表时间2018-1
- DOI10.1016/j.intfin.2018.01.004
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