Volatility and Price Discovery in Stock Markets

By Deniz Ozenbas

Using return series with various differencing intervals that are as short as half-hour and as long as two weeks, I investigate the short-term volatility accentuation in five equity markets: the Nasdaq... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639146220
• ISBN13: 9783639146226
• Release Date: April 2009
• Publisher: VDM Verlag
• Length: 132 Pages
• Weight: 0.45 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"