Papers and Proceedings Fifty-Seventh Annual Meeting,...

Papers and Proceedings Fifty-Seventh Annual Meeting, American Finance Association, New Orleans, Louisiana January 4-6, 1997 || Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns

Torben G. Andersen and Tim Bollerslev
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Volume:
52
Language:
english
Journal:
The Journal of Finance
DOI:
10.2307/2329513
Date:
July, 1997
File:
PDF, 923 KB
english, 1997
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