Author:
Alemany Nuria,Aragó Vicent,Salvador Enrique
Funder
Universitat Jaume I of Castellón under the Research Personal Program
Ministry of Economy
Subject
Economics and Econometrics,Finance
Reference46 articles.
1. Some reflections on analysis of high-frequency data;Andersen;Journal of Business & Economic Statistics,2000
2. Intraday and interday volatility in the Japanese stock market;Andersen;Journal of International Financial Markets, Institutions and Money,2000
3. Regime changes and financial markets;Ang;Annual Review of Financial Econometrics,2012
4. Transaction costs, arbitrage, and volatility spillover: A note;Aragó;International Review of Economics & Finance,2003
5. The time-varying causality between spot and futures crude oil prices: A regime switching approach;Balcilar;International Review of Economics & Finance,2015
Cited by
19 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献