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  • JTSA-6180-R2

    Accepted author manuscript, 2.43 MB, PDF document

    Available under license: CC BY: Creative Commons Attribution 4.0 International License

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Decoupling Interday and Intraday Volatility Dynamics with Price Durations

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Forthcoming
<mark>Journal publication date</mark>5/05/2025
<mark>Journal</mark>Journal of Time Series Analysis
Publication StatusAccepted/In press
<mark>Original language</mark>English