Intraday and interday volatility in the Japanese stock market
| Year of publication: |
2000
|
|---|---|
| Authors: | Andersen, Torben G. ; Bollerslev, Tim ; Cai, Jun |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 10.2000, 2, p. 107-130
|