The impact of non-trading periods on the measurement of volatility
Year of publication: |
2010
|
---|---|
Authors: | Wang, Yaw-huei ; Hsiao, Yu-jen |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 13.2010, 4, p. 607-620
|
Subject: | Kalendereffekt | Calendar effect | Aktienindex | Stock index | Volatilität | Volatility | USA | United States | Großbritannien | United Kingdom | 1997-2008 |
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