Listar por tema "intraday periodic component"

Mostrando ítems 1-1 de 1

    • openAccess   The influence of intraday seasonality on volatility transmission patterns 

      Alemany, Nuria; Aragó, Vicent; Salvador, Enrique Taylor & Francis (2018)
      Using data on a five-minute interval basis, this article analyses the effects of intraday seasonality on volatility transmission between the spot and futures markets of the CAC40, DAX30 and FTSE100. Remarkable differences ...