Title of article
Volatility linkage among currency futures markets during US trading and non-trading period
Author/Authors
Hung-Gay Fung، نويسنده , , Gary A. Patterson، نويسنده ,
Pages
25
From page
129
To page
153
Keywords
Vector autoregressive analysis , Currency markets , Volatility linkage
Journal title
Astroparticle Physics
Record number
230715
Link To Document