"Early warnings of systemic risk using one-minute high-frequency data."

Massimiliano Caporin, Laura Garcia-Jorcano, Juan-Angel Jimenez-Martin (2024)

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DOI: 10.1016/J.ESWA.2024.124134

access: closed

type: Journal Article

metadata version: 2024-08-04

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Massimiliano Caporin, Laura Garcia-Jorcano, Juan-Angel Jimenez-Martin:
Early warnings of systemic risk using one-minute high-frequency data. Expert Syst. Appl. 252: 124134 (2024)

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