Empirical bias in intraday volatility measures

Finance Research Letters 2012 / 12 Vol. 9; Iss. 4

Empirical bias in intraday volatility measures

Fang, Yan, Ielpo, Florian, Sévi, Benoît
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Volume:
9
Language:
english
Journal:
Finance Research Letters
DOI:
10.1016/j.frl.2012.08.001
Date:
December, 2012
File:
PDF, 186 KB
english, 2012
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