Assessing day-to-day volatility : does the trading time matter?
Alternative title: | Avaliando a volatilidade diária dos ativos |
---|---|
Year of publication: |
2014
|
Authors: | Vicente, José Valentim Machado ; Araújo, Gustavo Silva ; Castro, Paula Baião Fisher de ; Tavares, Felipe Noronha |
Subject: | volatility | risk | uncertainty | Volatilität | Volatility | Risiko | Risk | Welt | World | Theorie | Theory | Zeit | Time |
Extent: | graph. Darst. |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Zsfassung in portug. Sprache Systemvoraussetzungen: Acrobat Reader |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Essays on consumption risk in international asset markets
Tshering, Lobsang Tenzin, (2016)
-
Timing the volatility risk of beta anomaly : evidence from hedge fund strategies
Ma, Tianyi, (2022)
-
The Time Variation in Risk Appetite and Uncertainty
Bekaert, Geert, (2019)
- More ...
-
ASSESSING DAY-TO-DAY VOLATILITY: DOESTHE TRADING TIME MATTER?
VICENTE, JOSÉ VALENTIM MACHADO, (2014)
-
Avaliando a Volatilidade Diária dos Ativos: a hora da negociação importa?
Vicente, José Valentim Machado, (2012)
-
Avaliando a volatilidade diária dos ativos : a hora da negociação importa?
Vicente, José Valentim Machado, (2012)
- More ...