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Intraday and Interday Volatility in the Japanese Stock Market

Publication ,  Journal Article
Bollerslev, T; Andersen, TG; Cai, J
Published in: Journal of International Financial Markets, Institutions & Money
2000

Duke Scholars

Published In

Journal of International Financial Markets, Institutions & Money

Publication Date

2000

Volume

10

Issue

2

Start / End Page

107 / 130

Related Subject Headings

  • Finance
  • 3801 Applied economics
  • 3502 Banking, finance and investment
  • 1502 Banking, Finance and Investment
  • 1402 Applied Economics
 

Citation

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Bollerslev, T., Andersen, T. G., & Cai, J. (2000). Intraday and Interday Volatility in the Japanese Stock Market. Journal of International Financial Markets, Institutions & Money, 10(2), 107–130.
Bollerslev, T., T. G. Andersen, and J. Cai. “Intraday and Interday Volatility in the Japanese Stock Market.” Journal of International Financial Markets, Institutions & Money 10, no. 2 (2000): 107–30.
Bollerslev T, Andersen TG, Cai J. Intraday and Interday Volatility in the Japanese Stock Market. Journal of International Financial Markets, Institutions & Money. 2000;10(2):107–30.
Bollerslev, T., et al. “Intraday and Interday Volatility in the Japanese Stock Market.” Journal of International Financial Markets, Institutions & Money, vol. 10, no. 2, 2000, pp. 107–30.
Bollerslev T, Andersen TG, Cai J. Intraday and Interday Volatility in the Japanese Stock Market. Journal of International Financial Markets, Institutions & Money. 2000;10(2):107–130.

Published In

Journal of International Financial Markets, Institutions & Money

Publication Date

2000

Volume

10

Issue

2

Start / End Page

107 / 130

Related Subject Headings

  • Finance
  • 3801 Applied economics
  • 3502 Banking, finance and investment
  • 1502 Banking, Finance and Investment
  • 1402 Applied Economics