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Equity Risk: Measuring Return Volatility Using Historical High-Frequency Data Cover

Equity Risk: Measuring Return Volatility Using Historical High-Frequency Data

Studies in Business and Economics
Volume 14 (2019): Issue 3 (December 2019)
By: Chow Alan and  Lahtinen Kyre  
Open Access
|Jan 2020

Authors

Chow Alan

Mitchell College of Business, University of South Alabama

Lahtinen Kyre

Mitchell College of Business, University of South Alabama
DOI: https://doi.org/10.2478/sbe-2019-0043 | Journal eISSN: 2344-5416 | Journal ISSN: 1842-4120
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Language: English
Page range: 60 - 71
Published on: Jan 21, 2020
Published by: Lucian Blaga University of Sibiu
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Keywords:
Risk,
Volatility,
Equity,
Return,
High-Frequency
Related subjects:
Business and economics,
Business management,
Management accounting, financial controlling, cost calculation, investment,
Management, organization, corporate governance,
Business development, change management, cooperation,
Entrepreneurship

© 2020 Chow Alan, Lahtinen Kyre, published by Lucian Blaga University of Sibiu
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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