Modelling The Intraday Return Of Volatility Process In The Australian Equity Market
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Modelling the Intraday Return of Volatility Process in the Australian Equity Market
Author | : Andrew Worthington |
Publisher | : |
Total Pages | : 14 |
Release | : 2003 |
Genre | : Stock exchanges |
ISBN | : |
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"The data set employed consists of five-minute returns, trading volumes at bid-ask spreads over the period 31 December 2002 to 4 March 2003 for the fifty national and multinational stocks comprising the S&P/ASX 50 index." --p. 1.
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