Volatility contagion: A range-based volatility approach
Work
Year: 2011
Type: article
Source: Journal of Econometrics
Authors Min Hsien Chiang, Limin Wang
Institution National Cheng Kung University
Cites: 35
Cited by: 57
Related to: 10
FWCI: 4.105
Citation percentile (by year/subfield): 95.72
Subfield: Finance
Domain: Social Sciences
Open Access status: closed