Measuring and Testing the Impact of News on Volatility
| Year of publication: |
1993
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|---|---|
| Authors: | Engle, Robert F. ; Ng, Victor K. |
| 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. 48.1993, 5, p. 1749-1778
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