Does realized volatility provide additional information?
Jianfeng Zhang; Wenxiu Hu
| Year of publication: |
2013
|
|---|---|
| Authors: | Zhang, Jianfeng ; Hu, Wenxiu |
| Published in: |
International journal of managerial finance : IJMF. - Bingley : Emerald, ISSN 1743-9132, ZDB-ID 2364568-4. - Vol. 9.2013, 1, p. 70-87
|
| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Informationswert | Information value | ARCH-Modell | ARCH model | China |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009729321