完整後設資料紀錄
| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.author | Burc Kayahan and Thanasis Stengos | |
| dc.contributor.author | Burak Saltoğlu | |
| dc.date.accessioned | 2020-08-24T05:36:47Z | - |
| dc.date.available | 2020-08-24T05:36:47Z | - |
| dc.date.issued | 2002/04/01 | |
| dc.identifier.issn | issn16070704 | |
| dc.identifier.uri | http://dspace.fcu.edu.tw/handle/2376/2173 | - |
| dc.description.abstract | In this paper we investigate the intra-day properties of a recently proposed realized volatility_x000D_ concept using Istanbul Stock Exchange (ISE) 5-minute data returns for the period 1997_x000D_ to 2000. Using GARCH as a benchmark, we confirm recent findings in the literature that realized_x000D_ volatility provides a better fit than the normal GARCH model. | |
| dc.description.sponsorship | 逢甲大學 | |
| dc.format.extent | 8 | |
| dc.language.iso | 英文 | |
| dc.relation.ispartofseries | international journal of business and economics | |
| dc.relation.isversionof | Volume1No1 | |
| dc.subject | intra-day volatility|realized volatility|Istanbul Stock Exchange | |
| dc.title | Intra-Day Features of Realized Volatility: Evidence from an Emerging Market | |
| dc.type | 期刊篇目 | |
| 分類: | Volume01,No.1 | |
在 DSpace 系統中的文件，除了特別指名其著作權條款之外，均受到著作權保護，並且保留所有的權利。