An empirical examination of the intraday return volatility process
Year of publication: |
2003
|
---|---|
Authors: | Rahman, Shafiqur ; Ang, Kian Ping |
Published in: |
Advances in financial planning and forecasting. - Amsterdam [u.a.] : JAI/Elsevier, ISSN 1046-5847, ZDB-ID 633843-4. - Vol. 11.2003, p. 1-22
|
Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | ARCH-Modell | ARCH model | USA | United States |
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