The efficiency of the realized range measure of daily volatility : evidence from Greece
Year of publication: |
2012
|
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Authors: | Papavassiliou, Vassilios G. |
Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 41.2012, 3, p. 173-182
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Subject: | Griechenland | Greece | Volatilität | Volatility | Effizienz | Efficiency | Effizienzmarkthypothese | Efficient market hypothesis |
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