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. |
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| 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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