The Distribution of Stock Return Volatility
收藏NBER2000-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w7933
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资源简介：
We exploit direct model-free measures of daily equity return volatility and correlation obtained from high-frequency intraday transaction prices on individual stocks in the Dow Jones Industrial Average over a five-year period to confirm, solidify and extend existing characterizations of stock return
提供机构：
美国国家经济研究局
创建时间：
2000-10-01
