Some properties of absolute returns as a proxy for volatility

Author: Giles David  

Publisher: Routledge Ltd

ISSN: 1744-6546

Source: Applied Financial Economics Letters, Vol.4, Iss.5, 2008-09, pp. : 347-350

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract