Intradaily volatility and adjustment

Research output: Contribution to journal › Article

5 Citations (Scopus)

Original language	English
Pages (from-to)	407-424
Number of pages	18
Journal	Journal of International Financial Markets, Institutions and Money
Volume	15
Issue number	5
DOIs	https://doi.org/10.1016/j.intfin.2004.09.002
Publication status	Published - 1 Dec 2005

Access to Document

@article{623abc8600f74690b472c0ce27192803,

title = "Intradaily volatility and adjustment",

author = "Michael Theobald and P Yallup",

year = "2005",

month = dec,

day = "1",

doi = "10.1016/j.intfin.2004.09.002",

language = "English",

volume = "15",

pages = "407--424",

journal = "Journal of International Financial Markets, Institutions and Money",

publisher = "Elsevier",

number = "5",

}

TY - JOUR

T1 - Intradaily volatility and adjustment

AU - Theobald, Michael

AU - Yallup, P

PY - 2005/12/1

Y1 - 2005/12/1

UR - https://www.scopus.com/pages/publications/28044434856

U2 - 10.1016/j.intfin.2004.09.002

DO - 10.1016/j.intfin.2004.09.002

M3 - Article

VL - 15

SP - 407

EP - 424

JO - Journal of International Financial Markets, Institutions and Money

JF - Journal of International Financial Markets, Institutions and Money

IS - 5

ER -