The impact of overnight returns on realized volatility
Tseng-Chan Tseng, Hung-Cheng Lai and Cha-Fei Lin
| Year of publication: |
2012
|
|---|---|
| Authors: | Tseng, Tseng-chan ; Lai, Hung-Cheng ; Lin, Cha-fei |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 22.2012, 4/6, p. 357-364
|
| Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009581349