Assessing Market Microstructure Effects via Realized Volatility Measures with an Application to the Dow Jones Industrial Average Stocks
| Year of publication: |
2009
|
|---|---|
| Authors: | Awartani, Basel ; Corradi, Valentina ; Distaso, Walter |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 27.2009, 2, p. 251-265
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| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10004982618