• Testing mean stationarity of i...

Treffer: Testing mean stationarity of intraday volatility curves.

Title:
Testing mean stationarity of intraday volatility curves.
Authors:
Andersen, Torben G.1,2,3 (AUTHOR) t-andersen@northwestern.edu, Tan, Yingwen4 (AUTHOR) tanyingwenhaha@gmail.com, Todorov, Viktor1 (AUTHOR) v-todorov@northwestern.edu, Zhang, Zhiyuan4 (AUTHOR) zhang.zhiyuan@mail.shufe.edu.cn
Source:
Quantitative Economics. Jul2025, Vol. 16 Issue 3, p1059-1091. 33p.
Database:
Business Source Ultimate

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