Statistical properties, dynamic conditional correlation and scaling analysis: Evidence from Dow Jones and Nasdaq high-frequency data

Thomas C. Chiang, Hai Chin Yu, Ming Chya Wu

Research output: Contribution to journal › Article › peer-review

10 Scopus citations

Fingerprint

Dive into the research topics of 'Statistical properties, dynamic conditional correlation and scaling analysis: Evidence from Dow Jones and Nasdaq high-frequency data'. Together they form a unique fingerprint.

Keyphrases

Economics, Econometrics and Finance