A 10 min tick volatility analysis between the Ibovespa and the S&P500
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References listed on IDEAS
- Jose Luis Miralles-Marcelo & Jose Luis Miralles-Quiros & Maria del Mar Miralles-Quiros, 2010. "Intraday linkages between the Spanish and the US stock markets: evidence of an overreaction effect," Applied Economics, Taylor & Francis Journals, vol. 42(2), pages 223-235.
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More about this item
KeywordsGARCH; intraday; volatility.;
StatisticsAccess and download statistics
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