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Volatility dynamics in high frequency financial data: an empirical investigation of the Australian equity returns.

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Bibliographic Details
Title: Volatility dynamics in high frequency financial data: an empirical investigation of the Australian equity returns.
Authors: Mian, G. Mujtaba, Adam, Christopher M.
Source: Applied Financial Economics. Jun2001, Vol. 11 Issue 3, p341-352. 12p. 5 Charts, 4 Graphs.
Database: Business Source Ultimate
Description
ISSN:09603107
DOI:10.1080/096031001300138744