Estimating daily volatility in financial markets utilizing intraday data

Authors: Bollen B.1; Inder B.

Source: Journal of Empirical Finance, Volume 9, Number 5, December 2002 , pp. 551-562(12)

Publisher: Elsevier

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Keywords: Daily volatility; Financial markets; Intraday data

Language: English

Document Type: Research article

DOI: 10.1016/S0927-5398(02)00010-5

Affiliations: 1: Department of Accounting and Finance, Monash University, 3168, Clayton, Australia

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