Open AccessIntraday Speed of Adjustment and Realized Variances in the Indonesia Stock Exchange
Author(s) -
Zaäfri A. Husodo,
Thomas Henker
Publication year - 2014
Publication title -
indonesian capital market review
Language(s) - English
Resource type - Journals
eISSN - 2356-3818
pISSN - 1979-8997
DOI - 10.21002/icmr.v1i1.3916
Subject(s) - econometrics , estimator , stock (firearms) , standard deviation , stock exchange , variance (accounting) , exchange rate , economics , statistics , realized variance , mathematics , volatility (finance) , geography , monetary economics , finance , archaeology , accounting