Asymmetric effect of trading volume on realized volatility
Asymmetric effect of trading volume on realized volatility
复制标题
交易量对已实现波动率的不对称影响
DOI:
10.2139/ssrn.4401551
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发表时间:
2023
期刊:
影响因子:
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通讯作者:
Daiki Maki
中科院分区:
文献类型:
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作者:
Jun-ichi Itaya;Atsue Mizushima;and Kengo Kurosaka;Daiki Maki;Daiki Maki