Modeling intraday volatility: A new consideration
| Year of publication: |
2011
|
|---|---|
| Authors: | Chu, Carlin C.F. ; Lam, K.P. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 21.2011, 3, p. 388-419
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