Unit root test of illiquidity and volatility.
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https://figshare.com/articles/dataset/Unit_root_test_of_illiquidity_and_volatility_/16957544
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资源简介:
The table presents the individual unit root test results for the illiquidity and volatility of each market. Illiquidity is measured using the Amihud measure for each financial market. The sample runs from January 1, 2010 to March 22, 2021.
创建时间:
2021-11-08



