Work

Intraday Return Volatility Process: Evidence from NASDAQ Stocks

Year: 2002

Type: article

Source: Review of Quantitative Finance and Accounting

DOI: 10.1023/a:1020683012149

Authors: Shafiqur Rahman, Cheng-few Lee, Kian Ping Ang

Institutions: Portland State University, Rutgers, The State University of New Jersey

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1598544775

FWCI: 1.095

Cites: 48

Cited by: 54

Related to: 10