Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns
Publication
, Conference
Andersen, TG; Bollerslev, T
Published in: JOURNAL OF FINANCE
July 1, 1997
Duke Scholars
Published In
JOURNAL OF FINANCE
EISSN
1540-6261
ISSN
0022-1082
Publication Date
July 1, 1997
Volume
52
Issue
3
Start / End Page
1203 / 1203
Publisher
WILEY
Related Subject Headings
- Finance
- 3801 Applied economics
- 3502 Banking, finance and investment
- 1502 Banking, Finance and Investment
Citation
APA
Chicago
ICMJE
MLA
NLM
Andersen, T. G., & Bollerslev, T. (1997). Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns. In JOURNAL OF FINANCE (Vol. 52, pp. 1203–1203). WILEY.
Andersen, Torben G., and Tim Bollerslev. “Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns.” In JOURNAL OF FINANCE, 52:1203–1203. WILEY, 1997.
Andersen TG, Bollerslev T. Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns. In: JOURNAL OF FINANCE. WILEY; 1997. p. 1203–1203.
Andersen, Torben G., and Tim Bollerslev. “Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns.” JOURNAL OF FINANCE, vol. 52, no. 3, WILEY, 1997, pp. 1203–1203.
Andersen TG, Bollerslev T. Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns. JOURNAL OF FINANCE. WILEY; 1997. p. 1203–1203.
Published In
JOURNAL OF FINANCE
EISSN
1540-6261
ISSN
0022-1082
Publication Date
July 1, 1997
Volume
52
Issue
3
Start / End Page
1203 / 1203
Publisher
WILEY
Related Subject Headings
- Finance
- 3801 Applied economics
- 3502 Banking, finance and investment
- 1502 Banking, Finance and Investment