Li, Yifan and Nolte, Ingmar and Nolte, Sandra and Yu, Shifan (2025) Decoupling Interday and Intraday Volatility Dynamics with Price Durations. Journal of Time Series Analysis. ISSN 0143-9782 (In Press)
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JTSA-6180-R2.pdf - Accepted Version
Available under License Creative Commons Attribution.
Download (2MB)
Item Type:
Journal Article
Journal or Publication Title:
Journal of Time Series Analysis
Uncontrolled Keywords:
Research Output Funding/yes_internally_funded
Subjects:
?? yes - internally fundedapplied mathematicsstatistics and probabilitystatistics, probability and uncertainty ??
Departments:
ID Code:
229220
Deposited By:
Deposited On:
06 May 2025 07:55
Refereed?:
Yes
Published?:
In Press
Last Modified:
15 May 2025 00:14