Do liquidity and sampling methods matter in constructing volatility indices? Empirical evidence from Taiwan
| Year of publication: |
2011
|
|---|---|
| Authors: | Tzang, Shyh-Weir ; Hung, Chih-Hsing ; Wang, Chou-Wen ; Shyu, David So-De |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 11374767. - Vol. 20.2011, 2, p. 312-325
|