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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Bollerslev, Tim"
~person:"Gargano, Antonio"
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Foreign exchange volume
Cespa, Giovanni
;
Gargano, Antonio
;
Riddiough, Steven
; …
-
2021
Persistent link: https://www.econbiz.de/10012511703
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2
Variance-ratio statistics and high-frequency data : testing for changes in intraday volatility patterns
Andersen, Torben
;
Bollerslev, Tim
;
Das, Ashish
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 305-327
Persistent link: https://www.econbiz.de/10001575072
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3
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
Saved in:
4
Trading patterns and prices in the interbank foreign exchange market
Bollerslev, Tim
- In:
The journal of finance : the journal of the American …
48
(
1993
)
4
,
pp. 1421-1443
Persistent link: https://www.econbiz.de/10001152108
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