Can VPIN forecast geopolitical events? Evidence from the 2014 Crimean Crisis
Silva, Felipe Bastos G., Volkova, EkaterinaLangue:
english
Journal:
Annals of Finance
DOI:
10.1007/s10436-017-0314-z
Date:
December, 2017
Fichier:
PDF, 1.80 MB
english, 2017