SHORTER PAPERS - Variance-ratio Statistics and High-frequency Data: Testing for Changes in Intraday Volatility Patterns
| Year of publication: |
2001
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| Authors: | Andersen, Torben G. ; Bollerslev, Tim ; Das, Ashish |
| 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. 56.2001, 1, p. 305-328
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