Estimating daily volatility in financial markets utilizing intraday data

Found in: Cs. Económicas
Main Author: Bollen, Bernard
Other Authors: Inder, Brett
Format: Book
Published: Bundoora, Vic. La Trobe University. School of Business 1999
Series: Discussion paper no. A99.01
Subjects:
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090 |c 14522  |d 14522 
100 |a Bollen, Bernard 
245 |a Estimating daily volatility in financial markets utilizing intraday data  |c / Bernard Bollen ; Brett Inder 
260 |b La Trobe University. School of Business  |a Bundoora, Vic.  |c 1999 
300 |a 20 p. :  |b il. 
490 |a Discussion paper  |v no. A99.01  |x 1441-3213 
504 |a Incluye bibliografía 
650 |a MERCADOS FINANCIEROS  
650 |a VOLATILIDAD  
650 |a SERIES TEMPORALES  
650 |a MODELOS ECONOMETRICOS 
700 |a Inder, Brett 
942 |c DOCU  |j F 332.642 B 19528 
999 |c 14498  |d 14498