"Research on cojumps of electronic commerce overnight factors in volatility ..."

Liling Deng, Haifang Xiong, Zhiqiang Wang (2023)

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DOI: 10.1007/S10660-022-09545-9

access: closed

type: Journal Article

metadata version: 2023-04-16

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Liling Deng, Haifang Xiong, Zhiqiang Wang:
Research on cojumps of electronic commerce overnight factors in volatility prediction based on joint BW test. Electron. Commer. Res. 23(1): 115-135 (2023)

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