Modeling intraday volatility : a new consideration

Carlin C. F. Chu; K. P. Lam

Year of publication:	2011
Authors:	Chu, Carlin C. F. ; Lam, K. P.
Published in:	Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 21.2011, 3, p. 388-418
Subject:	Volatilität \| Volatility \| ARCH-Modell \| ARCH model \| Theorie \| Theory

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