Asymmetry of cross-correlations between intra-day and overnight volatilities

Author: Zadourian Rubina   Grassberger Peter  

Publisher: Edp Sciences

E-ISSN: 1286-4854|118|1|18004-18004

ISSN: 0295-5075

Source: EPL (EUROPHYSICS LETTERS), Vol.118, Iss.1, 2017-05, pp. : 18004-18004

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Abstract