Unexpected volatility and intraday serial correlation
Year of publication: |
2009
|
---|---|
Authors: | Bianco, Simone ; Reno, Roberto |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 9.2009, 4, p. 465-475
|
Publisher: |
Taylor & Francis Journals |
Subject: | Volatility | Serial correlation | Variance ratio | High-frequency data |
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