An Econometric Analysis of Volatility Discovery

Academic journals

Publication Date

05/01/2024

Journal of Business & Economic Statistics

Publication Authors

Gustavo Fruet Dias

Fotis Papailias

Gustavo Fruet Dias, Fotis Papailias, & Cristina Scherrer (2024). An Econometric Analysis of Volatility Discovery. Journal of Business & Economic Statistics, 42(3), 1095–1106.

doi: 10.1080/07350015.2023.2292178