High-frequency Index Returns: The Stylized Facts Revised
Keywords
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Cite as
Ng, W.-L., & Trede, M. (2010). High-frequency Index Returns: The Stylized Facts Revised. Empirical Economics Letters, 9, 145–156.Details
Publication type
Research article (journal)
Peer reviewed
Yes
Publication status
Published
Year
2010
Journal
Empirical Economics Letters
Volume
9
Start page
145
End page
156
Language
English