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ASSESSING DAY-TO-DAY VOLATILITY: DOESTHE TRADING TIME MATTER?

José Valentim Machado Vicente, Gustavo Araujo (), Paula Baião Fisher de Castro and Felipe Noronha Tavares

Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] from ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]

Date: 2014
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Journal Article: Assessing Day-to-Day Volatility: Does the Trading Time Matter? (2014) Downloads
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