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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Andersen, Torben"
~subject:"Börsenkurs"
~subject:"Volatility"
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The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
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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
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Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
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