Absolute Return Volatility

John Cotter

No 200415, Working Papers from Geary Institute, University College Dublin

Pages: 17 pages
Date: 2011
New Economics Papers: this item is included in nep-rmg
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Citations: View citations in EconPapers (4)

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http://www.ucd.ie/geary/static/publications/workingpapers/gearywp200415.pdf First version, 2004 (application/pdf)

Related works:
Working Paper: Absolute Return Volatility (2011)
Working Paper: Absolute Return Volatility (2005)
Working Paper: Absolute Return Volatility (2005)
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