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: |
LEADER | 00831nam a2200265 a 4500 | ||
---|---|---|---|
003 | arcduce | ||
005 | 20120731113147.0 | ||
008 | 090527s1999 at_||||| |||| 00| 0 eng d | ||
020 | |a 1-86446-177-2 | ||
040 | |a arcduce | ||
082 | |a 332.642 | ||
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 |