A 10 min tick volatility analysis between the Ibovespa and the S&P500
Year of publication: |
2013-08-27
|
---|---|
Authors: | Ceretta, Paulo Sergio ; Costa, Alexandre Silva da ; Righi, Marcelo Brutti ; Müller, Fernanda Maria |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 33.2013, 3, p. 2169-2176
|
Publisher: |
AccessEcon |
Subject: | GARCH | intraday | volatility |
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