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~isPartOf:"Cogent economics & finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Bollerslev, Tim"
~subject:"Stock market"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Leverage and volatility feedback effects in high-frequency data
Bollerslev, Tim
;
Litvinova, Julia
;
Tauchen, George Eugene
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 353-384
Persistent link: https://www.econbiz.de/10003354051
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