Asymmetry, realised volatility and stock return risk estimates
| Year of publication: |
2012
|
|---|---|
| Authors: | Grané, Aurea ; Veiga, Helena |
| Published in: |
Portuguese Economic Journal. - Springer. - Vol. 11.2012, 2, p. 147-164
|
| Publisher: |
Springer |
| Subject: | Asymmetry | High-frequency data | Minimum capital risk requirements | Realised volatility |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010849583