Advances in Financial Planning and Forecasting

by Cheng-Few Lee

There are ten papers in this volume. They are: An Empirical Examination of The Intraday Return Volatility Process - this paper presents a comprehensive analysis of the distributional and time-series properties of intraday returns. The purpose is to determine whether a GARCH model that allows for time variance in a process can adequately represent intraday return volatility. The Valuation of New Product Introduction Under Uncertain Competition: A Real...

• Format: Hardcover
• Language: English
• ISBN: 0762310162
• ISBN13: 9780762310166
• Release Date: April 2003
• Publisher: Jai Press Inc.
• Length: 192 Pages
• Weight: 0.99 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"