Estimating daily volatility in financial markets utilizing intraday data
Bollen, Bernard
Estimating daily volatility in financial markets utilizing intraday data / Bernard Bollen ; Brett Inder - Bundoora, Vic. La Trobe University. School of Business 1999 - 20 p. : il. - Discussion paper no. A99.01 1441-3213 .
Incluye bibliografía
1-86446-177-2
MERCADOS FINANCIEROS
VOLATILIDAD
SERIES TEMPORALES
MODELOS ECONOMETRICOS
332.642
Estimating daily volatility in financial markets utilizing intraday data / Bernard Bollen ; Brett Inder - Bundoora, Vic. La Trobe University. School of Business 1999 - 20 p. : il. - Discussion paper no. A99.01 1441-3213 .
Incluye bibliografía
1-86446-177-2
MERCADOS FINANCIEROS
VOLATILIDAD
SERIES TEMPORALES
MODELOS ECONOMETRICOS
332.642