Advances in Financial Planning and Forecasting, Vol. 11 (Advances in Financial Planning and Forecasting)
Publisher: JAI Press
Published: April 1, 2003
Language: eng
Format: Hardcover
Number of pages: 188
ISBN-13: 9780762310166
Subjects: Economic forecasting; Econometrics; Business & Economics; Business / Economics / Finance; Business/Economics; Finance; Business & Economics / Finance; Business & Economics : Econometrics
First sentence: The dynamics of the intraday return volatility process has important implication for market microstructure research.