Estimating daily volatility in financial markets utilizing intraday data
| Year of publication: |
2002
|
|---|---|
| Authors: | Bollen, Bernard ; Inder, Brett |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 9.2002, 5, p. 551-562
|