Authors Michael Johannes and Jonathan Stroud Format Working Paper Publication Date January 1, 2013 Full Citation Johannes, Michael and Jonathan Stroud. Volatility around the clock: Bayesian modeling and forecasting of intraday volatility in the financial crisis. January 01, 2013.
Full Citation Johannes, Michael and Jonathan Stroud. Volatility around the clock: Bayesian modeling and forecasting of intraday volatility in the financial crisis. January 01, 2013.