Assessing the economic significance of the intra-daily volatility seasonalities
Zdravetz Lazarov
| Year of publication: |
2005
|
|---|---|
| Authors: | Lazarov, Zdravetz N. |
| Publisher: |
Brisbane QLD : Queensland Univ. of Techn., School of Economics and Finance |
| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Schätzung | Estimation | Frankreich | France | 2000-2004 |
| Extent: | 21, [19] S. graph. Darst. |
|---|---|
| Series: | Discussion papers in economics, finance and international competitiveness. - Brisbane, ISSN 1324-5910, ZDB-ID 2419128-0. - Vol. 203 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.bus.qut.edu.au/schools/economics/research/documents/No203-Lavarov-Sept.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003264009