Modelling the Impact of Overnight Surprises on Intra-daily Volatility
| Year of publication: |
2001
|
|---|---|
| Authors: | Gallo, Giampiero M. |
| Published in: |
Australian economic papers. - Richmond, Vic. : Wiley-Blackwell, ISSN 0004-900X, ZDB-ID 2075830. - Vol. 40.2001, 4, p. 567-580
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