Leverage effect in high-frequency data with market microstructure
Leverage effect in high-frequency data with market microstructure
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DOI:
10.4310/sii.2020.v13.n1.a8
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发表时间:
2020
影响因子:
0.8
通讯作者:
Yong Zhou
中科院分区:
文献类型:
--
作者:
Huiling Yuan;Yan Mu;Yong Zhou