非交易时段风险更高吗?日内与隔夜市场回报的风险权衡
Is risk higher during non-trading periods? The risk trade-off for intraday versus overnight market returns
Journal of International Financial Markets, Institutions and Money · 2015
被引 21
ABS 3
- Christoph Riedel
- Niklas Wagner 通讯
金融经济学风险管理市场微观结构波动率建模