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

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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
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DbLabel: Business Source Ultimate
An: 4647631
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PubType: Academic Journal
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  Data: Volatility dynamics in high frequency financial data: an empirical investigation of the Australian equity returns.
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  Data: <searchLink fieldCode="JN" term="%22Applied+Financial+Economics%22">Applied Financial Economics</searchLink>. Jun2001, Vol. 11 Issue 3, p341-352. 12p. 5 Charts, 4 Graphs.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=4647631
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        Value: 10.1080/096031001300138744
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        Text: English
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        PageCount: 12
        StartPage: 341
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              Text: Jun2001
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              Y: 2001
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