Download or read book Modelling the Intraday Return of Volatility Process in the Australian Equity Market written by Andrew Worthington and published by . This book was released on 2003 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The data set employed consists of five-minute returns, trading volumes at bid-ask spreads over the period 31 December 2002 to 4 March 2003 for the fifty national and multinational stocks comprising the S&P/ASX 50 index." --p. 1.