Volatility and covariation of financial assets : a high-frequency analysis
Álvaro Cartea; Dimitrios Karyampas
| Year of publication: |
2011
|
|---|---|
| Authors: | Cartea, Álvaro ; Karyampas, Dimitrios |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 12, p. 3319-3334
|
| Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Kapitalanlage | Financial investment | CAPM | Noise Trading | Noise trading | Zustandsraummodell | State space model |
| 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/10009384246