Holidays, weekends and range-based volatility

  1. Díaz-Mendoza, A.-C.
  2. Pardo, A.
Journal:
North American Journal of Economics and Finance

ISSN: 1062-9408

Year of publication: 2020

Volume: 52

Type: Article

DOI: 10.1016/J.NAJEF.2019.101124 GOOGLE SCHOLAR