Intra-day realized volatility for European and USA Stock indices
Stavros Degiannakis, Christos Floros
| Year of publication: |
2016
|
|---|---|
| Authors: | Degiannakis, Stavros ; Floros, Christos |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 29.2016, p. 24-41
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| Subject: | Correlation of volatilities | Intra-day data | Realized volatility | Sampling frequency | Ultra-high frequency | Volatility signature plot | USA | United States | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | EU-Staaten | EU countries | ARCH-Modell | ARCH model | Schätzung | Estimation | Korrelation | Correlation | Stichprobenerhebung | Sampling | Kapitaleinkommen | Capital income | Wechselkurs | Exchange rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.gfj.2015.05.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011714562