Research on the daily volatility measure considering the impact of overnight variance and time segment in Chinese stock market
Yu Shi, Handong Li
| Year of publication: |
August 2018
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| Authors: | Shi, Yu ; Li, Handong |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 8.2018, 3, p. 549-561
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| Subject: | Overnight Volatility | Chinese Stock Market | Realized Volatility | Volatilität | Volatility | China | Aktienmarkt | Stock market | Marktsegmentierung | Market segmentation | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2018.83035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011968718