Market heterogeneities and the causal structure of volatility

Quantitative Finance

Volumn 3, Issue 4, 2003, Pages 320-331

  Lynch, Paul E ^a,b,d   Zumbach, Gilles O ^c,d  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

^b CITIGROUP   (United Kingdom)

^c Consulting in Financial Research ^*  (Switzerland)

^d Olsen Ltd   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0346895492     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1088/1469-7688/3/4/308     Document Type: Article

References (23)

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