How Crashes develop :
Bates, David S
How Crashes develop : Intradaily volatility and crash evolution / David S. Bates - Cambridge NBER 2016 - 51p - NBER Working Paper ; 22028 .
NBERWP 22028
E16548.pdf
How Crashes develop : Intradaily volatility and crash evolution / David S. Bates - Cambridge NBER 2016 - 51p - NBER Working Paper ; 22028 .
NBERWP 22028
E16548.pdf