Estimating daily volatility in financial markets utilizing intraday data

Bernard Bollen, B A Inder

Research output: Contribution to journalArticleResearchpeer-review

63 Citations (Scopus)
Original languageEnglish
Pages (from-to)551 - 562
Number of pages12
JournalJournal of Empirical Finance
Volume9
Publication statusPublished - 2002

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