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

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

ISSN: 1544-6123

Argitalpen urtea: 2021

Alea: 38

Mota: Artikulua

DOI: 10.1016/J.FRL.2020.101510 GOOGLE SCHOLAR

Garapen Iraunkorreko Helburuak

Datuen iturria: Scopus