Work

Intraday price dynamics in spot and derivatives markets

Year: 2013

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2013.09.041

Authors: Jun Sik Kim, Doojin Ryu

Institutions: Korea Advanced Institute of Science and Technology, Chung-Ang University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Research Foundation of Korea

OpenAlex ID: W2070183565

FWCI: 4.62

Cites: 38

Cited by: 18

Related to: 10