Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets

  1. González-Sánchez, M.
Journal:
Finance Research Letters

ISSN: 1544-6123

Year of publication: 2021

Volume: 38

Type: Article

DOI: 10.1016/J.FRL.2020.101510 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus