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Journal of Business & Economic Statistics Volume 42, 2024 - Issue 3

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An Econometric Analysis of Volatility Discovery

Gustavo Fruet Diasa School of Economics – University of East Anglia (UEA), Norwich, UKCorrespondence[email protected]

Fotis Papailiasb King’s Business School – King’s College London, London, UK

Cristina Scherrerc Department of Finance – London School of Economics (LSE), London, UK

Pages 1095-1106 | Published online: 05 Jan 2024

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https://doi.org/10.1080/07350015.2023.2292178
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