Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2004
. Andersen, Tim Bollerslev,
Francis X. Diebold, Clara Vega
Center for Financial Studies
The Center …-Time Price Discovery in Stock, Bond and Foreign
Exchange Markets*
Torben G. Andersen
a
, Tim Bollerslev
b
, Francis X …