Private Information and High-Frequency Stochastic Volatility

Journal article

Peer reviewed

David L Kelly and Douglas G Steigerwald

Studies in nonlinear dynamics and econometrics, Vol.8(1), pp.1-28

2004-01-01

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Title: Private Information and High-Frequency Stochastic Volatility
Creators: David L Kelly
Douglas G Steigerwald
Publication Details: Studies in nonlinear dynamics and econometrics, Vol.8(1), pp.1-28
Academic Unit: Miami Herbert Business School; MHBS - Economics
Language: English
Resource Type: Journal article
Record Identifier: 991031576577402976