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A Work Project, presented as part of the requirements for the Award of a Master Degree in Finance from the NOVA – School of Business and Economics FINANCIAL STATEMENT INFORMATION FOR VOLATILITY ESTIMATION

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Table 1: Firms by Sector
Figure 1: Density plot – Realized Volatility                          Figure 2: Density plot – Log Realized Volatility
Figure 3: Year Effects: Heterogeneity across years                  Figure 4: Quarter Effects: Heterogeneity across quarters
Table 3: Regression of Log Realized Volatility on accounting-based fundamental variables  –  Summary  of results
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