Estimating daily volatility in financial markets utilizing intraday data

Journal of Empirical Finance

Volumn 9, Issue 5, 2002, Pages 551-562

  Bollen, Bernard ^a   Inder, Brett ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

Daily volatility; Financial markets; Intrady data

Indexed keywords

EID: 0036888003     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(02)00010-5     Document Type: Article

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