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

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

ISSN: 1544-6123

Ano de publicación: 2021

Volume: 38

Tipo: Artigo

DOI: 10.1016/J.FRL.2020.101510 GOOGLE SCHOLAR

Obxectivos de Desenvolvemento Sustentable

Fonte de datos: Scopus