Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns
| Year of publication: |
1997
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|---|---|
| Authors: | Andersen, Torben G. ; Bollerslev, Tim |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 52.1997, 3, p. 975-1006
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