Mandatory Fields

Authors

John Garvey & Liam Gallagher

Year

2013

Month

April

Journal

North American Journal of Economics and Finance

Title

The economics of data: Using simple model-free volatility in a high-frequency world

Status

Published

Times Cited

()

Optional Fields

Search Keyword

Economics of information, model free volatility, high-frequency data

Volume

Issue

Start Page

370

End Page

379

Abstract

Publisher Location

ISBN / ISSN

Edition

URL

DOI Link

10.1016/j.najef.2013.02.011

Grant Details

Funding Body

Grant Details