You are in : Home » Results & submissions » Select UOA » 19 - Business and Management Studies » View submission: University of Plymouth » Outputs » Detail

Output details

19 - Business and Management Studies

Output 15 of 125 in the submission

Article title

Assessing Market Microstructure Effects via Realized Volatility Measures with an Application to the Dow Jones Industrial Average Stocks

Type

D - Journal article

DOI

Title of journal

Journal of Business & Economic Statistics

Article number

Volume number

Issue number

First page of article

251

ISSN of journal

0735-0015

Year of publication

2009

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

None

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract