An Econometric Analysis of Volatility Discovery

Academic journals

Publication Date
Journal of Business & Economic Statistics
Publication Authors
Gustavo Fruet Dias
Fotis Papailias
Cristina Scherrer

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