Journal article · 2010

Macroeconomic announcements and volatility of intraday WIG and DAX returns

Będowska-Sójka, B.

University of Lodz (materiały konferencyjne), 8, 57–68

Full text: see the publisher version via DOI.

Research topics: Volatility, high-frequency data and macroeconomic news

Cite

@article{ul2010_wigdax,
  title = {Macroeconomic announcements and volatility of intraday WIG and DAX returns},
  author = {Będowska-Sójka, B.},
  year = {2010},
  journal = {University of Lodz (materiały konferencyjne)},
  note = {8, 57–68}
}