• Media type: E-Article
  • Title: The fine structure of volatility feedback II: Overnight and intra-day effects
  • Contributor: Blanc, Pierre; Chicheportiche, Rémy; Bouchaud, Jean-Philippe
  • Published: Elsevier BV, 2014
  • Published in: Physica A: Statistical Mechanics and its Applications, 402 (2014), Seite 58-75
  • Language: English
  • DOI: 10.1016/j.physa.2014.01.047
  • ISSN: 0378-4371
  • Keywords: Condensed Matter Physics ; Statistics and Probability
  • Origination:
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